Question: Using the data in the following table, and the fact that the correlation of A and B is -0,02, calculate the volatility (standard deviation) of
Using the data in the following table, and the fact that the correlation of A and B is -0,02, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Realized Returns Stock A Stock B 11% 29% 9% 33% Year 2008 2009 2010 2011 2012 2013 The standard deviation of the portfolio is 0% (Round to two decimal places.) dRht lp
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