Question
You have collected the following annual returns data for Stock A and Stock B: Year A B 2016 18% 29% 2017 9% 10% 2018 -5%
You have collected the following annual returns data for Stock A and Stock B:
| Year | A | B |
| 2016 | 18% | 29% |
| 2017 | 9% | 10% |
| 2018 | -5% | -12% |
| 2019 | 4% | 7% |
| 2020 | 13% | 9% |
| 2021 | 7% | 8% |
Suppose you have held a portfolio comprised of 40% in Stock A and 60% in Stock B for these six years. What is the standard deviation of returns on your portfolio?
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Energy And Finance Sustainability In The Energy Industry
Authors: André Dorsman, Özgür Arslan-Ayaydin, Mehmet Baha Karan
1st Edition
3319322664, 978-3319322667
