Question: Question 20 4 pts Stock X has a standard deviation of return of 12%. Stock Y has a standard deviation of return of 22%. The

Question 20 4 pts Stock X has a standard deviation of return of 12%. Stock Y has a standard deviation of return of 22%. The correlation coefficient between stocks is 0.5. If you invest 30% of the funds in stock X and 70% in stock Y, what is the standard deviation of a portfolio? O 17.48% 19% 13.52% 14.42%
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
