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What is the standard deviation of a portfolio made up of 40% Stock A and 60% Stock B? Stock Expected Return Beta Standard Deviation Correlation
What is the standard deviation of a portfolio made up of 40% Stock A and 60% Stock B?
Stock | Expected Return | Beta | Standard Deviation | Correlation Coefficient A,B |
A | 14% | 1.5 | 0.36 | 0.9 |
B | 11% | 2.0 | 0.23 |
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