9 A portfolio was created by investing 25% in stock A, and the balance in stock...
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9 A portfolio was created by investing 25% in stock A, and the balance in stock B. The standard deviation of returns is 0.15 for stock A and 0.10 for stock B. If the correlation coefficient is 0.4, what is the portfolio's standard deviation? Write your answer in non-percentage, and in 4 decimal places (e.g., 0.1269) (1 Point) Enter your answer 9 A portfolio was created by investing 25% in stock A, and the balance in stock B. The standard deviation of returns is 0.15 for stock A and 0.10 for stock B. If the correlation coefficient is 0.4, what is the portfolio's standard deviation? Write your answer in non-percentage, and in 4 decimal places (e.g., 0.1269) (1 Point) Enter your answer
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Here Weight of stock A Wa 25 Weight of stock B Wb 100 25 75 Stand... View the full answer
Related Book For
International Finance Theory and Policy
ISBN: 978-0133423648
10th edition
Authors: Paul R. Krugman, Maurice Obstfeld, Marc J. Melitz
Posted Date:
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