Cola Co. has a standard deviation of return of 22.4%, Gas Co. has a standard deviation...
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Cola Co. has a standard deviation of return of 22.4%, Gas Co. has a standard deviation of return of 16.5%, and they have a correlation of 0.3579. What is the standard deviation of a portfolio that is 60% invested in Cola Co. stock and 40% invested in Gas Co. stock? The standard deviation of the portfolio is closest to: A. 10.17% B. 18.3% C. 16.96% D. 2.88% E. 13.87% Cola Co. has a standard deviation of return of 22.4%, Gas Co. has a standard deviation of return of 16.5%, and they have a correlation of 0.3579. What is the standard deviation of a portfolio that is 60% invested in Cola Co. stock and 40% invested in Gas Co. stock? The standard deviation of the portfolio is closest to: A. 10.17% B. 18.3% C. 16.96% D. 2.88% E. 13.87%
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