Question
Using the data in the following table, calculate the volatility (standard deviation) of a portfolio that is 66% invested in stock A and 34% in
Using the data in the following table, calculate the volatility (standard deviation) of a portfolio that is 66% invested in stock A and 34% in stock B.
2010 2011 2012 2013 2014 2015 Stock A -5% 19% 5% -4% 1% 13% Stock B 17% 40% 15% -10% -8% 21%
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Financial Markets Instruments And Institutions
Authors: Anthony M. Santomero, David Babbel
2nd Edition
0072358688, 9780072358681
