Question: Using the data in the following table, calculate the volatility (standard deviation) of a portfolio that is 63% invested in stock A and 37% in

 Using the data in the following table, calculate the volatility (standard
deviation) of a portfolio that is 63% invested in stock A and

Using the data in the following table, calculate the volatility (standard deviation) of a portfolio that is 63% invested in stock A and 37% in stock 8. The volatility of the portfolio is 8.35% (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Year Stock A Stock B 2010 - 1% 21% 2011 7% 4% 2012 6% 7% 2013 -4% 8% 2014 3% - 12% 2015 10% 22%

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!