Question
What is the standard deviation from a portfolio where you invest 50% in asset A and 50% in asset B. The correlation between the two
What is the standard deviation from a portfolio where you invest 50% in asset A and 50% in asset B. The correlation between the two assets is 0.8. The standard deviation from asset A is 5% and from asset B is 10%.
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Valuation, Measuring And Managing The Value Of Companies
Authors: Tim Koller, Marc Goedhart, David Wessels
7th Edition
1119611865, 9781119611868
