Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

What is the standard deviation of returns on the following two asset portfolio?:Asset A - weighting of 30% of value of portfolio - std dev.

What is the standard deviation of returns on the following two asset portfolio?:Asset A - weighting of 30% of value of portfolio - std dev. of returns 20%Asset B -weighting of 70% of value of portfolio - std dev. of returns 25%Correlation between Asset A & Asset B of 0.2

can you explain the detail for me. thank you

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access with AI-Powered Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Entrepreneurship

Authors: Andrew Zacharakis, William D Bygrave

5th Edition

1119563097, 9781119563099

Students also viewed these Finance questions

Question

Briefly explain the qualities of an able supervisor

Answered: 1 week ago

Question

Define policy making?

Answered: 1 week ago

Question

Define co-ordination?

Answered: 1 week ago

Question

What are the role of supervisors ?

Answered: 1 week ago