Suppose Wesley Publishing's stock has a volatility of 67%, while Addison Printing's stock has a volatility...
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Suppose Wesley Publishing's stock has a volatility of 67%, while Addison Printing's stock has a volatility of 37%. If the correlation between these stocks is 25%, what is the volatility of the following portfolios of Addison and Wesley: a. 100% Addison b. 75% Addison and 25% Wesley c. 50% Addison and 50% Wesley a. What is the volatility of the portfolio consisting of 100% Addison? The volatility of the portfolio consisting of 100% Addison stock is 37 %. (Round to two decimal places.) b. What is the volatility of the portfolio consisting of 75% Addison and 25% Wesley? The volatility of the portfolio consisting of 75% Addison and 25% Wesley is %. (Round to two decimal places.) Suppose Wesley Publishing's stock has a volatility of 67%, while Addison Printing's stock has a volatility of 37%. If the correlation between these stocks is 25%, what is the volatility of the following portfolios of Addison and Wesley: a. 100% Addison b. 75% Addison and 25% Wesley c. 50% Addison and 50% Wesley a. What is the volatility of the portfolio consisting of 100% Addison? The volatility of the portfolio consisting of 100% Addison stock is 37 %. (Round to two decimal places.) b. What is the volatility of the portfolio consisting of 75% Addison and 25% Wesley? The volatility of the portfolio consisting of 75% Addison and 25% Wesley is %. (Round to two decimal places.)
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