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What is the portfolio's standard deviation if you put 25% of your money into stock A which has a standard deviation of returns of 15%
What is the portfolio's standard deviation if you put 25% of your money into stock A which has a standard deviation of returns of 15% and the rest into stock B which has a standard deviation of returns of 10%? The correlation coefficient between the returns of the two stocks is +.75. a) 11.25% b) 10.60% c) 12.40% d) 15.00%
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Financial Markets And Institutions
Authors: Jeff Madura
13th Edition
0357130790, 978-0357130797
