Question
Suppose that the average stock has a volatility of 48 %, and that the correlation between pairs of stocks is 20 %. Estimate the volatility
Suppose that the average stock has a volatility of 48 %, and that the correlation between pairs of stocks is 20 %. Estimate the volatility of an equally weighted portfolio with: a. 1 stock b. 30 stocks c. 1000 stocks
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Fixed Income Securities Tools For Todays Markets
Authors: Bruce Tuckman, Angel Serrat
3rd Edition
0470891696, 978-0470891698
