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What's the standard deviation of the portfolio Using the data in the following table, and the fact that the correlation of A and B is
What's the standard deviation of the portfolio
Using the data in the following table, and the fact that the correlation of A and B is 0.36, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -7% -7% 1% 6% The standard deviation of the portfolio is Stock B 70/0 (Round to two decimal places.) Using the data in the following table, and the fact that the correlation of A and B is 0.36, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -7% -7% 1% 6% The standard deviation of the portfolio is Stock B 70/0 (Round to two decimal places.)
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N Hyman
12th Edition
0357442156, 978-0357442159
