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What is the variance of a two stock portfolio where the weights, SD are given below and the correlation coefficient is 0.92? Stock Weights (Decimal
What is the variance of a two stock portfolio where the weights, SD are given below and the correlation coefficient is 0.92?
| Stock | Weights | (Decimal form) |
| A | 7% | 0.36 |
| B | 0.226 |
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Principles Of Financial Modelling Model Design And Best Practices Using Excel And VBA
Authors: Michael Rees
1st Edition
111890401X, 978-1118904015
