Question
You have a portfolio which is comprised of 35 percent of stock A and 65 percent of stock B. What is the standard deviation of
You have a portfolio which is comprised of 35 percent of stock A and 65 percent of stock B. What is the standard deviation of this portfolio?
| State of the Economy | Probability | A | B | ||||||||
| Boom | 0.15 | 22 | % | 19 | % | ||||||
| Normal | 0.80 | 12 | % | 10 | % | ||||||
| Recession | 0.05 | -26 | % | -4 | % | ||||||
|
5.68 percent 6.41 percent 7.14 percent 9.08 percent 4.39 percent | |||||||||||
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Applied Statistics For Public And Nonprofit Administration
Authors: Kenneth J. Meier, Jeffrey L. Brudney, John Bohte
9th Edition
1285737237, 978-1285974521, 1285974522, 978-1285737232
