Question
the portfolio has 30% of its value in kool aid shares and the rest in BIUSk. The volatility of Kool aid and BIUSk are 25%
the portfolio has 30% of its value in kool aid shares and the rest in BIUSk. The volatility of Kool aid and BIUSk are 25% and 33%, respectively, and the correlation between Kool aid and BIUSk is 0.6. What is the standard deviation of the portfolio?
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Financial Sector Reform And Privatization In Transition Economies
Authors: John Doukas, Victor Murinde, Clas Wihlborg
1st Edition
044482653X, 9780444826534
