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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
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 10% of stock A, and the correlation coefficient between the two stocks is -0.5.
9.25% | ||
13.51% | ||
11.35% | ||
14.56% |
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