Question
Suppose you invest 50% of your portfolio in ABC and 50% in XYZ. The standard deviation of ABCs and XYZs annualized daily returns are 15.2%
Suppose you invest 50% of your portfolio in ABC and 50% in XYZ. The standard deviation of ABCs and XYZs annualized daily returns are 15.2% and 21.0%, respectively. Assume a correlation coefficient of -0.25. What is the standard deviation of the portfolio?
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Finance Of International Trade
Authors: Eric Bishop
1st Edition
0750659084, 978-0750659086
