Question: Question 14 Two uncorrelated assets have the same expected return of 10% pa, and the same standard deviation of 20% pa What is the standard

 Question 14 Two uncorrelated assets have the same expected return of

Question 14 Two uncorrelated assets have the same expected return of 10% pa, and the same standard deviation of 20% pa What is the standard deviation of a portfolio that is equally weighted in these two assets? Any intermediate steps should be rounded to 4 or more decimal places. Provide your FINAL answer in DECIMAL form (not percentage fome to the nearest 4th decimal place. For e... a standard deviation of 38.6682% or 0.386682 should be input as 0.3867

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!