What is the portfolio standard deviation if you decide to allocate 40% of your investment in stock

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What is the portfolio standard deviation if you decide to allocate 40% of your investment in stock A and 60% in stock B, given the correlation between stock A and B is -0.55?

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Fundamentals of Investment Management

ISBN: 978-0078034626

10th edition

Authors: Geoffrey Hirt, Stanley Block

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Posted Date: Sep 05, 2020 07:38 AM

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What is the portfolio standard deviation if you decide to allocate 40% of your investment in stock

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Standard Deviation can be calculated using STDEVS funct... View the full answer

Fundamentals of Investment Management

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