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You are going to form a portfolio with stocks A & B with the following information: Stock Expected Return Standard Deviation w i A 10%
You are going to form a portfolio with stocks A & B with the following information:
Stock | Expected Return | Standard Deviation | wi |
A | 10% | 30% | 0.2 |
B | 20% | 40% | 0.8 |
What is the portfolios standard deviation if AB = 0 ?
a. 50%
b. 45.8%
c. 30%
d. 32.6%
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