Question
Using the data in the following table, and the fact that the correlation of A and B is 0.34, calculate the volatility (standard deviation) of
Using the data in the following table, and the fact that the correlation of A and B is
0.34,
calculate the volatility (standard deviation) of a portfolio that is
70%
invested in stock A and
30%
invested in stock B.
| Realized Returns |
| ||||
| Year | Stock A | Stock B | |||
| 2008 | 13% | 25% | |||
| 2009 | 17% | 35% | |||
| 2010 | 8% | 3% | |||
| 2011 | 6% | 6% | |||
| 2012 | 1% | 10% | |||
| 2013 | 13% | 20% | |||
The standard deviation of the portfolio is
nothing%.
(Round to two decimal places.)
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The Nft Guide Learn How To Buy Sell Collect And Mint Non Fungible Tokens
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