A portfolio invests in 27% in a stock S1 and the rest in another stock S2. The expected return and standard deviation of S1 are 23% and 35%, respectively. The expected return and standard deviation of S2 are 8% and 14%, respectively. The covariance between the two stocks is 0.0008. What is the percentage (%) standard deviation of the portfolio?

Answer rating: 100% (QA)

To calculate the percentage standard deviation of the portfolio we first need to calculate the expec... View the full answer