Question
What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 30%. Stock B
What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 30%. Stock B has a standard deviation of 18%. The portfolio contains 60% of stock A, and the correlation coefficient between the two stocks is -1.
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Principles of Corporate Finance
Authors: Richard Brealey, Stewart Myers, Franklin Allen
13th edition
1260013901, 1260565553, 978-1260013900
