Calculate the portfolio standard deviation for the portfolio containing two currency exchange pairs; JPYUSD and CHFUSD. JPYUSD

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Calculate the portfolio standard deviation for the portfolio containing two currency exchange pairs; JPYUSD and CHFUSD. JPYUSD is represented for 24% in the portfolio and has a standard deviation of 6.78% while CHFUSD is represented for 76% in the portfolio and has a standard deviation of 5.54%. Their correlation coefficient is - 22.56%.

Posted Date: May 18, 2024 08:10 AM

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Calculate the portfolio standard deviation for the portfolio containing two currency exchange pairs; JPYUSD and CHFUSD. JPYUSD

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