The expected return and standard deviation of a portfolio that is 70 percent invested in 3 Doors,
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Question:
The expected return and standard deviation of a portfolio that is 70 percent invested in 3 Doors, Inc., and 30 percent invested in Down Co. are the following:
3 Doors, Inc.Down Co.Expected return,E(R)17%14%Standard deviation, 6028
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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