Question
Your current portfolio has a value of $11,600 and a volatility of 16.8%. You now invest an additional $2,000 into a stock that has a
Your current portfolio has a value of $11,600 and a volatility of 16.8%. You now invest an additional $2,000 into a stock that has a volatility of 16.9% and a correlation of 0.78 with your portfolio The volatility of the new portfolio after adding the new stock will be?
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Financial Mathematics Derivatives And Structured Products
Authors: Chan
1st Edition
9811336954, 978-9811336959
