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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 $30,000 $70,000 The correlation between Xxs and Yyk is -0.40 (negative .40). The standard deviation of your portfolio is clos to: O a. 5.13% O b. 4.97% OC. 4.24% d. 3.36% Oe. 3.83%
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