Question
Suppose Stock X offers the return of 15% with a standard deviation of 12%; Stock Y offers the return of 24% with a standard deviation
Suppose Stock X offers the return of 15% with a standard deviation of 12%; Stock Y offers the return of 24% with a standard deviation of 26%. These two stocks have the correlation coefficient of 0.2. If you invest 60% in stock X and the rest in Stock Y, what is your portfolio return? What is your portfolio standard deviation?
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Airline Finance
Authors: Peter S. Morrell
4th Edition
1351959743, 978-1351959742
