Question
You have invested $2000 in X, with a standard deviation of 0.25 and $8000 in Y with a standard deviation of 0.15.What is the standard
You have invested $2000 in X, with a standard deviation of 0.25 and $8000 in Y with a standard deviation of 0.15.What is the standard deviation of your portfolio if the correlation coefficient (rho) between X and Y is 0.4?
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Public Finance and Public Policy
Authors: Jonathan Gruber
5th edition
1464143331, 978-1464143335
