Question
The weights of stocks A, B, and C in portfolio P are 15%, 20%, and 65%, respectively. The expected returns are 1%, 2%, and 3%,
The weights of stocks A, B, and C in portfolio "P" are 15%, 20%, and 65%, respectively. The expected returns are 1%, 2%, and 3%, respectively. The standard deviations are 6%, 7%, and 8%, respectively. The standard deviations of the returns after diversification are 5%, 6%, and 7%, respectively. What is the standard deviation of "P"?
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Global Finance And The Macroeconomy
Authors: A. Makin
1st Edition
0333736982, 978-0333736982
