Question
You own a portfolio with two stocks: Apple and Facebook. 30% of the investment is in Apple while 70% is in Facebook.Through statistical work you
You own a portfolio with two stocks: Apple and Facebook. 30% of the investment is in Apple while 70% is in Facebook.Through statistical work you obtain the information below. What is the standard deviation of your entire portfolio? std_deviation of Apple= 1.2 std_deviation of Facebook= 2 Correlation of Apple and Facebook= 0.045
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N Hyman
8th Edition
0324259700, 978-0324259704
