Given the standard deviations of securities A and B are 14.39% and 9.53%; if the proportion of

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Given the standard deviations of securities A and B are 14.39% and 9.53%; if the proportion of investment in A is 60% and in B is 40%. The covariance between A and B is 0.00054.

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Corporate Finance

ISBN: 9781265533199

13th International Edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe

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Posted Date: Dec 02, 2023 12:41 PM

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Given the standard deviations of securities A and B are 14.39% and 9.53%; if the proportion of

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Step 1 Calculate the weighted standard deviations wA A 060 01439 008634 wB B 040 00953 0038... View the full answer

Corporate Finance

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