Question
Use the following to compute the standard deviation of a portfolio: Stock A is 70% of the portfolio Stock B is 30% of the portfolio
Use the following to compute the standard deviation of a portfolio: Stock A is 70% of the portfolio
Stock B is 30% of the portfolio
Stock A's Standard deviation is 0.20
Stock B's standard deviation is 0.15
The correlation between Stock A and Stock B is 0.4
- 0.145
- 0.163
- 0.195
- 0.213
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Fundamentals of Financial Management
Authors: Eugene F. Brigham
Concise 9th Edition
1305635937, 1305635930, 978-1305635937
