The covariance of the two securities is 0.022. If the correlation coefficient is 0.52 and the standard
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The covariance of the two securities is 0.022. If the correlation coefficient is 0.52 and the standard deviation of one is 15%, what should be the standard deviation of the other security?
Related Book For
Introduction To Corporate Finance
ISBN: 9781118300763
3rd Edition
Authors: Laurence Booth, Sean Cleary
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