Question: Where: 1 = 2 = 0.5 w 1 =w 2 =0.5 (equally weighted portfolio) 1 = 37 % 1 =37% (Alaska Air) 2 = 32

Where: 1 = 2 = 0.5 w 1 =w 2 =0.5 (equally weighted portfolio) 1 = 37 % 1 =37% (Alaska Air) 2 = 32 % 2 =32% (Southwest Airlines) 1 , 2 = 0.47 1,2 =0.47 (correlation between Alaska Air and Southwest Airlines) what is the volatility of an equally weighted portfolio of Southwest Airlines and Alaska Air stock

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