Question: Using the data in the following table, calculate the volatility (standard deviation) of a portfolio that is 54% invested in stock A and 46% in

 Using the data in the following table, calculate the volatility (standard

Using the data in the following table, calculate the volatility (standard deviation) of a portfolio that is 54% invested in stock A and 46% in stock B. Year Stock A Stock B 2009 - 14% 23% 2010 20% 2011 8% 19% 2012 -7% -9% 2013 2% - 15% 2014 14% 24% 8% The volatility of the portfolio is %. (Round to two decimal places.)

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!