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You have a sample of returns from Stocks A and B. What is the standard deviation of a portfolio consisting of 70% A and 30%
You have a sample of returns from Stocks A and B.
What is the standard deviation of a portfolio consisting of 70% A and 30% B?
| Month | Stock A | Stock B |
| 1 | 9% | 6% |
| 2 | 21% | 8% |
| 3 | 15% | -2% |
| 4 | -8% | 3% |
| 5 | -2% | 8% |
| 8.2% | ||
| 8.4% | ||
| 7.9% | ||
| 7.5% |
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Introductory Econometrics For Finance
Authors: Chris Brooks
4th Edition
110843682X, 9781108436823
