Question
Using the Data in the following table, calculate the volatility (standard deviation) of a portfolio that is 57% invested in Stock A and 43% in
Using the Data in the following table, calculate the volatility (standard deviation) of a portfolio that is 57% invested in Stock A and 43% in stock B.
The volatility of the portfolio is ___% (round to two decimal places)
| Year | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 |
| Stock A | -5% | 11% | 7% | -7% | 1% | 7% |
| Stock B | 30% | 22% | 3% | -10% | -14% | 21% |
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Asia Bond Monitor September 2017
Authors: Asian Development Bank
1st Edition
9292579452,9292579460
