Question: Problem 11-13 More Portfolio Variance (L04, CFA3) The expected return and standard deviation of a portfolio that is 30 percent invested in 3 Doors, Inc.,
Problem 11-13 More Portfolio Variance (L04, CFA3) The expected return and standard deviation of a portfolio that is 30 percent invested in 3 Doors, Inc., and 70 percent invested in Down Co. are the following: 3 Doors, Inc. 18% Down Co. 11% Expected return, E(R) Standard deviation, What is the standard deviation if the correlation is +1? 0?-1? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard Deviation Correlation +1 Correlation 0 Correlation-1
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