Question
What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 20%. Stock B
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What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 20%. Stock B has a standard deviation of 16%. The portfolio contains 50% of stock A, and the correlation coefficient between the two stocks is 0.3.
14.56%
15.6%
8.95%
12.2%
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Focus On Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert Hughes, Melissa Hart
6th Edition
125991965X, 978-1259919657
