The expected return and standard deviation of a portfolio that is 30 percent invested in 3 Doors,
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Question:
The expected return and standard deviation of a portfolio that is 30 percent invested in 3 Doors, Inc., and 70 percent invested in Down Co. are the following:
3 Doors, Inc. | Down Co. | |
Expected return, E(R) | 13% | 10% |
Standard deviation, sigma | 46 | 35 |
What is the standard deviation if the correlation is +1? 0? -1?
Related Book For
Fundamentals of Investments, Valuation and Management
ISBN: 978-1259720697
8th edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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