The covariance of the two securities is 0.022. If the correlation coefficient is 0.52 and the standard

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The covariance of the two securities is 0.022. If the correlation coefficient is 0.52 and the standard deviation of one is 15%, what should be the standard deviation of the other security?

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Introduction To Corporate Finance

ISBN: 9781118300763

3rd Edition

Authors: Laurence Booth, Sean Cleary

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Posted Date: May 12, 2023 12:31 AM

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The covariance of the two securities is 0.022. If the correlation coefficient is 0.52 and the standard

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The formula for the covariance of two securities is Covariance Correlation Std Dev1 S... View the full answer

Introduction To Corporate Finance

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