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You invest 30% of your capital in Stock A and the remaining in Stock B. Stock As variance is 0.67%, Stock Bs variance is 27.80%,
You invest 30% of your capital in Stock A and the remaining in Stock B. Stock As variance is 0.67%, Stock Bs variance is 27.80%, and the covariance of Stock A with Stock B is 0.0082. What is the standard deviation of the portfolio?
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Introduction To Finance Financial Management And Investment Management
Authors: Pamela P. Drake, Frank J. Fabozzi, Francesco A. Fabozzi
1st Edition
9811239657, 978-9811239656
