What is the standard deviation of a portfolio of two shares given the following data? Share A
Fantastic news! We've Found the answer you've been seeking!
Question:
What is the standard deviation of a portfolio of two shares given the following data? Share A has a standard deviation of 18%. Share B has a standard deviation of 14%. The portfolio contains 40% of Share A and the correlation coefficient between the two shares is 0.43.
Select one:
a.9.7%
b.13.21%
c.10%
d.18%
Posted Date: