You are creating a two stock portfolio and you 've got the following information Stock A Stock B Stock C Market Beta 1 2 0 6 0 9 SD 23 17 21 24 Portfolio Weight 25 45 30 Based on the Single Index Model, what is the standard deviation of this portfolio (express your answer as a percentage to 2 decim...

To calculate the standard deviation of the portfolio using the Single Index Model we use the followi ...

You are creating a two stock portfolio and you've got the following information: Stock A

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You are creating a two stock portfolio and you've got the following information:

	Stock A	Stock B	Stock C	Market
Beta	1.2	0.6	0.9
SD	23%	17%	21%	24%
Portfolio Weight	25%	45%	30%

Based on the Single Index Model, what is the standard deviation of this portfolio?

(express your answer as a percentage to 2 decimals, omit the % sign)

Related Book For answer-question

Income Tax Fundamentals 2013

ISBN: 9781285586618

31st Edition

Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill

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Posted Date: Mar 18, 2024 04:06 PM

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You are creating a two stock portfolio and you've got the following information: Stock A

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To calculate the standard deviation of the portfolio using the Single Index Model we use the followi... View the full answer

Income Tax Fundamentals 2013

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