Question
You have a portfolio of investment which consists of Stock A with a return of A% and Stock B with a return of B%. Given
You have a portfolio of investment which consists of Stock A with a return of A% and Stock B with a return of B%. Given the following average returns and standard deviations for both Stock A and Stock B, M(A) = 13%, M(B) = 76% s(A) = 1%, s(B) = 14% what is the absolute risk (standard deviation) of your portfolio assuming that the returns of Stock A and Stock B are uncorrelated?
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Natural Resources As Capital
Authors: Larry Karp
1st Edition
026234145X, 9780262341455
