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you invest 33% of your money in stock a and the rest in stock b. The variance of annual returns is 37% for stock a
you invest 33% of your money in stock a and the rest in stock b. The variance of annual returns is 37% for stock a and 47% for stock b. The correlation between the two stocks is -0.2 what is the standard deviation of annual returns for the combination of the two stocks
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The Handbook Of Fixed Income Securities
Authors: Frank Fabozzi, Steven Mann
8th Edition
0071768467, 978-0071768467
