the portfolio has 30% of its value in kool aid shares and the rest in BIUSk. The
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the portfolio has 30% of its value in kool aid shares and the rest in BIUSk. The volatility of Kool aid and BIUSk are 25% and 33%, respectively, and the correlation between Kool aid and BIUSk is 0.6. What is the standard deviation of the portfolio? the portfolio has 30% of its value in kool aid shares and the rest in BIUSk. The volatility of Kool aid and BIUSk are 25% and 33%, respectively, and the correlation between Kool aid and BIUSk is 0.6. What is the standard deviation of the portfolio?
Related Book For
Organic Chemistry
ISBN: 9788120307209
6th Edition
Authors: Robert Thornton Morrison, Robert Neilson Boyd
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