Question
The following are the percentage returns on MacroTech stock and AutoChip stock. What is the monthly standard deviation on a portfolio that invests an equal
| The following are the percentage returns on MacroTech stock and AutoChip stock. What is the monthly standard deviation on a portfolio that invests an equal amount each month in the two stocks? (smaple answer format: 12.25%)
Month | Apple | Samsung | 50-50 portfolio |
| January | 10 | 9 | 9.5 |
| February | 5 | 4 | 4.5 |
| March | 5 | 20 | 12.5 |
| April | 7 | 13 | 10 |
| May | -4 | 2 | -1 |
| June | 5 | 5 | 5 |
| July | -2 | -3 | -2.5 |
| August | -10 | -2 | -6 |
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Public Finance
Authors: Harvey S. Rosen
5th Edition
025617329X, 978-0256173291
