Question
Suppose you had held a portfolio consisting of 80% of Stock A and 20% of Stock B. What would have been the standard deviation of
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Suppose you had held a portfolio consisting of 80% of Stock A and 20% of Stock B. What would have been the standard deviation of return on the portfolio during this period?
Year rA rB 2009 -45.00% 11.25% 2010 94.50% -33.75% 2011 45.00% 29.25% 2012 -18.00% 112.50% 2013 56.25% -27.00% 37.92%
42.30%
58.75%
39.23%
24.51%
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Public Finance In Canada
Authors: Harvey S. Rosen, Wen, Snoddon
4th Canadian Edition
0070071837, 978-0070071834
