Question: The correlation between A and B is - . 2 9 . The expected return of Sugar's Optimal portofolio is 0 . 2 5 .

The correlation between A and B is -.29. The expected return of Sugar's Optimal portofolio is 0.25. Calculate the standard deviation of her complete portfolio>
Asset Standard deviation Expected Return
F 0.04
A .43.17
B .34.11

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!