Question: Old MathJax webview please solve it quickly. its only 1 question. thanks in advance The following information for Stock A, Stock B and Stock C
Old MathJax webview


please solve it quickly. its only 1 question. thanks in advance
The following information for Stock A, Stock B and Stock C are given: State of Probability of Stock A Return Stock B Economy State Return Boom 0.15 0.30 0.20 Good 0.35 0.20 0.10 Poor 0.50 -0.20 -0.05 Variance(Stock C)=0.18 Covariance(Stock A, Stock C)=0.020 Covariance(Stock B, Stock C)=0.009 If you form a portfolio and invest 25% of your money into Stock A, 35% into Stock B and, 40% into Stock C, what will be the standard deviation of the portfolio? (Answer is rounded)
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
