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You have observed the Following information about the two stocks you hold in your portfolio: Xxs Yyk Expected Return 15% 9% Standard Deviation 8% 5%
You have observed the Following information about the two stocks you hold in your portfolio:
Xxs Yyk
Expected Return 15% 9%
Standard Deviation 8% 5%
Investment Value $30000 $70000
The correlation between Xxs and Yyk is -0.40. The standard deviation of your portfolios is closest to:
3.36%
3.83%
4.97%
4.24%
5.13%
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