Question
You have a portfolio which is comprised of 48 percent of stock A and 52 percent of stock B. What is the standard deviation of
You have a portfolio which is comprised of 48 percent of stock A and 52 percent of stock B. What is the standard deviation of this portfolio?
| State of economy | Probability | Stock A | Stock B |
| Boom | 0.2 | 8% | 17% |
| Normal | 0.75 | 11% | 12% |
| Recession | 0.05 | 14% | -8% |
Multiple Choice
1.98 percent
2.06 percent
2.13 percent
2.27 percent
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Principles of managerial finance
Authors: Lawrence J Gitman, Chad J Zutter
12th edition
9780321524133, 132479540, 321524136, 978-0132479547
