Question
Suppose Shiba's stock has a standard deviation of 45%, while Parsel's stock has a standard deviation of 35%. If the correlation between these stocks is
Suppose Shiba's stock has a standard deviation of 45%, while Parsel's stock has a standard deviation of 35%. If the correlation between these stocks is 0.1, what is the standard deviation of a portfolio consisting of 45% Shiba and 55% Parcel stock?
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Intermediate Financial Management
Authors: Brigham, Daves
10th Edition
978-1439051764, 1111783659, 9780324594690, 1439051763, 9781111783655, 324594690, 978-1111021573
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