A portfolio has 70% investment weight in V, and the rest 30% investment weight in W. V
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A portfolio has 70% investment weight in V, and the rest 30% investment weight in W. V has the standard deviation of 10%; W has the standard deviation of 20%. V and Whave the correlation coefficient of 0.4. What is this portfolio's standard deviation?
Related Book For
Corporate Finance
ISBN: 9780077173630
3rd Edition
Authors: David Hillier, Stephen A. Ross, Randolph W. Westerfield, Bradford D. Jordan, Jeffrey F. Jaffe
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