Question: The expected return on ZV next year is 12% with a standard deviation of 20%. The expected return on TNA next year is 24% with
The expected return on ZV next year is 12% with a standard deviation of 20%. The expected return on TNA next year is 24% with a standard deviation of 30%. The correlation between the two stocks is -.6. If Hannah makes equal investments in ZV and TNA, what is the standard deviation of her portfolio?
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