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%
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
