Question: Using the data in the following table, and the fact that the correlation of A and B is 0.73, calculate the volatility (standard deviation) of

Using the data in the following table, and the fact that the correlation of A and B is 0.73, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. (Click on the following icon o in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -7% 12% 19% 36% 9% 11% - 10% -7% 2% -8% 8% 35% The standard deviation of the portfolio is 50 %. (Round to two decimal places.)
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