Question
The variance of ABC is estimated to be 0.0139 , while the variance of CBA is estimated to be 0.0000. The covariance between ABC and
The variance of ABC is estimated to be 0.0139, while the variance of CBA is estimated to be 0.0000. The covariance between ABC and CBA is estimated to be 0.0000. What is the standard deviation of a two stock portfolio if 0.42 of your money is placed in ABC and 0.58 of your money is placed in CBA. Portfolio Standard Deviation =
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Authors: Elaine Wilkes ,Dan Hollings ,Daniel Hall ,Lisa Rothstein
1st Edition
1954968574, 978-1954968578
