Question
Yourhave 20% of your portfolio invested in stock A, 30% in stock B, and 50% in stock C.stocks (A, B, C). The correlation coefficient between
Yourhave 20% of your portfolio invested in stock A, 30% in stock B, and 50% in stock C.stocks (A, B, C). The correlation coefficient between A and B is.2,between A and C is-.5,and between B and C is.8.The standard deviations of A, B, and C are35%,18%,and11%.What is the portfolio standard deviation?
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Foundations Of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen, Doug Short, Michael Perretta
11th Canadian Edition
1259024970, 978-1259265921
