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You have two stocks in your portfolio. The following parameters's values are given to you. Please calculate your portfolio risk. answer as a percentage with
You have two stocks in your portfolio.
The following parameters's values are given to you. Please calculate your portfolio risk. answer as a percentage with two decimals. without the sign (e.g. if your answer is 20.22%, write down 20.22).
(To calculate the portfolio risk, you must calculate the variance first, and then calculate the standard deviation)
Weight of Stock A:45%
Weight of Stock B:55%
Risk of Stock A(sigma):15%
Risk of Stock B(sigma):8.5%
Correlation Coefficient of A&B (rho) :0.3
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