Question
What is the standard deviation of the returns on a portfolio that is invested 37 percent in Stock Q and 63 percent in Stock R?
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What is the standard deviation of the returns on a portfolio that is invested 37 percent in Stock Q and 63 percent in Stock R?
State of
Economy
Probability of
State of Economy
Rate of Return
if State Occurs
Stock Q
Stock R
Boom
.15
.16
.15
Normal
.85
.09
.13
1.37%
10.68%
5.22%
15.17%
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Evolutionary Finance
Authors: Bartholomew Frederick Dowling
1st Edition
0230502199, 9780230502192
