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The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc., and 40 percent invested in Down Co.
The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc., and 40 percent invested in Down Co. are the following: |
3 Doors, Inc. | Down Co. | |||||
Expected return, E(R) | 16 | % | 14 | % | ||
Standard deviation, | 59 | 30 | ||||
What is the standard deviation if the correlation is +1? 0? 1? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) |
Correlation +1 | % |
Correlation 0 | % |
Correlation 1 | % |
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