Question
The expected return on VZ next year is 9% with a standard deviation of 12%. The expected return on ANT next year is 18%
The expected return on VZ next year is 9% with a standard deviation of 12%. The expected return on ANT next year is 18% with a standard deviation of 7%. The correlation between the two stocks is 0.4. If Emily makes equal investments in VZ and ANT, what is the standard deviation of her portfolio? 8.07% 24.11% 14.36% O 10.64%
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Fundamentals Of Statistics
Authors: Michael Sullivan III
4th Edition
978-032184460, 032183870X, 321844602, 9780321838704, 978-0321844606
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