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What is the standard deviation of this portfolio? Asset (A) Asset (B) E(R A ) = 12% E(R B ) = 8% (s A )
What is the standard deviation of this portfolio?
Asset (A) Asset (B)
E(RA) = 12% E(RB) = 8%
(sA) = 5% (SB) = 5%
WA= 0.50 WB= 0.50
CovA,B
= 0.0008
A 4.39%
B 3.89%
C 6.21%
D 4.82%
E 5.64%
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
15th edition
1337671002, 978-1337395250
