A two stock portfolio has 30 percent in Stock A, with an expected return of 21 percent
Fantastic news! We've Found the answer you've been seeking!
Question:
A two stock portfolio has 30 percent in Stock A, with an expected return of 21 percent and a standard deviation of 5 percent, and the remainder in Stock B, with an 18 percent expected return and a standard deviation of 2 percent. The correlation coefficient is 0.6. Determine the standard deviation for this portfolio
Expert Answer:
Posted Date:
