Question
What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 18%. Stock B
What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 18%. Stock B has a standard deviation of 14%. The portfolio contains 40% of stock A, and the correlation coefficient between the two stocks is -.23.
| A) | 9.7% | |
| B) | 12.2% | |
| C) | 14% | |
| D) | 15.6% |
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The Handbook Of Municipal Bonds
Authors: Frank J. Fabozzi, Sylvan G. Feldstein
1st Edition
0470108754, 9780470108758
