ABF Corp.'s portfolio has 45 percent of its funds invested in Security One and 55 percent invested
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Question:
ABF Corp.'s portfolio has 45 percent of its funds invested in Security One and 55 percent invested in Security Two. Security One has a standard deviation of 6 percent. Security Two has a standard deviation of 12 percent. The securities have a coefficient of correlation of .58. What is the portfolio variance?
.007295 |
.148635 |
.006119 |
.007152 |
.292185 |
Related Book For
Corporate Finance
ISBN: 978-0077861759
10th edition
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe
Posted Date: