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Your portfolio has 25% of its value invested in Bombardier and the remainder invested in Lululemon. Bombardier stock has a volatility of 30%, while Lululemon
- Your portfolio has 25% of its value invested in Bombardier and the remainder invested in Lululemon. Bombardier stock has a volatility of 30%, while Lululemon stock has a volatility of 18%. If the correlation between Bombardier and Lululemon is 0.2, what is the standard deviation of your portfolio?
- A.21%
- B.16.7%
- C.24%
- D.2.8%
- E.46.1%
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Principles Of Corporate Finance
Authors: Lawrence J. Gitman, Sean M. Hennessey
2nd Canadian Edition
0321452933, 978-0321452931
