Question: TIME SENSITIVE!! please answer entire question correctly. please highlight answers & solve by 2pm. thank you!! Using the data in the following table, and the
Using the data in the following table, and the fact that the correlation of A and B is 0.54, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. Realized Returns D Year Stock A Stock B 2008 -11% 18% 40% 2009 17% 2010 9% 14% 2011 - 1% -5% 2012 1% -12% 2013 13% 21% CIEP The standard deviation of the portfolio is%. (Round to two decimal places.)
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