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You have a portfolio with two risky assets. What is the standard deviation of the portfolio in percentage? asset 1 asset 2 correl Mean return
You have a portfolio with two risky assets. What is the standard deviation of the portfolio in percentage?
|
| asset 1 | asset 2 | correl |
| Mean return | 5% | 8% |
|
| standard deviation | 0.03 | 0.05 |
|
| amount invested | $4,000 | $6,000 | 0.5 |
| beta | 1.20 | ? |
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Introductory Econometrics For Finance
Authors: Chris Brooks
4th Edition
110843682X, 9781108436823
