14) An investor puts 60% of her money into stock A and 40% into stock B....
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14) An investor puts 60% of her money into stock A and 40% into stock B. The stocks have a correlation of .7. Stock A has a variance of .17. Stock B has a variance of .10. a. What will her portfolio variance be? b. What will her portfolio standard deviation be? 14) An investor puts 60% of her money into stock A and 40% into stock B. The stocks have a correlation of .7. Stock A has a variance of .17. Stock B has a variance of .10. a. What will her portfolio variance be? b. What will her portfolio standard deviation be?
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Given that stock A weighatge60 stock B weighatge 40 correla... View the full answer
Related Book For
Statistics For Business Decision Making And Analysis
ISBN: 9780321890269
2nd Edition
Authors: Robert Stine, Dean Foster
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