A portfolio has 3 0 % of its value in IBM shares and the rest in Microsoft

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Question:

A portfolio has

30 %

of its value in IBM shares and the rest in Microsoft

(

MSFT

) .

The volatility

(

standard deviation

)

of IBM and MSFT are

25 %

and

36 %,

respectively, and the correlation between IBM and MSFT is

0.65 .

What is the standard deviation of the portfolio?

Posted Date: May 18, 2024 05:15 PM

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A portfolio has 3 0 % of its value in IBM shares and the rest in Microsoft

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