Your 401k has two choices, a bond portfolio with a standard.Deviation of 12 and a stock portfolio

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Your 401k has two choices, a bond portfolio with a standard.Deviation of 12 and a stock portfolio with a standard deviation of 18.

What is the correlation coefficient between the two portfolios if their covariance is -108?

Related Book For answer-question

Corporate Finance A Focused Approach

ISBN: 978-1305637108

6th edition

Authors: Michael C. Ehrhardt, Eugene F. Brigham

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Posted Date: Jun 10, 2023 02:05 AM

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Your 401k has two choices, a bond portfolio with a standard.Deviation of 12 and a stock portfolio

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To find the correlation coefficient between two portfol... View the full answer

Corporate Finance A Focused Approach

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