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You have to shares in your portfolio: X1: Share: 80% Average return: 0.35% Standard deviation: 3% X2: Share: 20% Average return: 0.17% Standard deviation: 2.24%
You have to shares in your portfolio:
X1:
Share: 80%
Average return: 0.35%
Standard deviation: 3%
X2:
Share: 20%
Average return: 0.17%
Standard deviation: 2.24%
Correlation coefficient here is: 0.2362253
How much is portfolios standard deviation?
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