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Suppose you have a two-stock portfolio. The returns of the two stocks are in the table below. A stock is 65% of your portfolio. What
Suppose you have a two-stock portfolio. The returns of the two stocks are in the table below. A stock is 65% of your portfolio. What is the standard deviation of the returns of A and B over this time period? What is standard deviation of your portfolio?
A | B | |
2018 | 9 | 8 |
2019 | 12 | 8 |
2020 | -2 | -12 |
2021 | 1 | 14 |
2022 | 14 | 6 |
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