Stock A: expected return= 10%; standard deviation= 40% Stock B: expected return= 20%; standard deviation= 23% You
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Stock A: expected return= 10%; standard deviation= 40%
Stock B: expected return= 20%; standard deviation= 23%
You short sold 200 shares of A at 15 $ per share and purchased 500 shares of B at 15$ per share.Thecorrelation between securities is -0.32. What is the standard deviation of theportfolio?
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Related Book For
Intermediate Accounting
ISBN: 978-0324300987
10th Edition
Authors: Loren A Nikolai, D. Bazley and Jefferson P. Jones
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