Question
Your two risky-asset portfolio has 30% of its value in XYZ shares and the rest in shares of ABC. The volatility of XYZ and ABC
Your two risky-asset portfolio has 30% of its value in XYZ shares and the rest in shares of ABC. The volatility of XYZ and ABC are 35% and 30%, respectively, and the correlation between XYZ and ABC is 0.3. Based on this information, what is the standard deviation of your portfolio?
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Corporate Finance Reader
Authors: Robert W. Kolb
2nd Edition
1878975536, 978-1878975539
