If the standard deviation of the portfolio is 14.40%, the correlation between the two securities is equal
Question:
If the standard deviation of the portfolio is 14.40%, the correlation between the two securities is equal to:
A. 21.0.
B. 0.0.
C. 1.0.
Use the following data to answer Question.
A portfolio manager creates the following portfolio:
Transcribed Image Text:
Security Security Weight Expected Standard Deviation 1 30% 20% 2 70% 12%
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Related Book For
Investments Principles Of Portfolio And Equity Analysis
ISBN: 9780470915806
1st Edition
Authors: Michael McMillan, Jerald E. Pinto, Wendy L. Pirie, Gerhard Van De Venter, Lawrence E. Kochard
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