Question: Question 6 (2 points) Stock A has an expected return of 10.00% and standard deviation of 9.00%; Stock B has an expected return of 12.00%

Question 6 (2 points) Stock A has an expected return of 10.00% and standard deviation of 9.00%; Stock B has an expected return of 12.00% and standard deviation of 5.00%; and the correlation coefficient between stocks A & B is 1.00%. What is the standard deviation of the portfolio made up of 50.00% stock A and 50.00% stock B? 0.27% 1.56% 4.69% 5.17%
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