In Practice Problem 37, the correlation coefficient pAB is 0.3 and the standard deviations of stock A

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In Practice Problem 37, the correlation coefficient pAB is 0.3 and the standard deviations of stock A and stock B are 20 percent and 15 percent, respectively. Calculate the standard deviation of the portfolio.

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Introduction To Corporate Finance

ISBN: 9781118300763

3rd Edition

Authors: Laurence Booth, Sean Cleary

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Question Posted: Feb 25, 2015 09:30 AM

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In Practice Problem 37, the correlation coefficient pAB is 0.3 and the standard deviations of stock A

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Introduction To Corporate Finance

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