Question
What would be the portfolio standard deviation if the two investments as below had a correlation coefficient ( r ij ) of 0.73? ( Report
What would be the portfolio standard deviation if the two investments as below had a correlation coefficient (rij) of 0.73? (Report a number and keep 4 decimal places. e.g. report 0.1501 instead of 15.01%.)
Xi = 0.4, std=2.32
Xj = 0.6, std= 3.1
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International Financial Management
Authors: Cheol S. Eun, Bruce G.Resnick
6th Edition
71316973, 978-0071316972, 78034655, 978-0078034657
