Question
What is the volatility (standard deviation) of an equally weighted portfolio of stocks within an industry in which the stocks have a volatility of 40
What is the volatility (standard deviation) of an equally weighted portfolio of stocks within an industry in which the stocks have a volatility of
40 % and a correlation of 35% as the portfolio becomes arbitrarily large?
Volatility (standard deviation) is _______%.
(Round to two decimal places)
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Finance For Executives Managing For Value Creation
Authors: Gabriel Hawawini, Claude Viallet
3rd Edition
0324274319, 9780324274318
