Your portfolio has two investments with a correlation of 0.14. Investment #1 is 35% of your...
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Your portfolio has two investments with a correlation of 0.14. Investment #1 is 35% of your portfolio and has an expected value = 21% and a standard deviation = 10%. Investment #2 has an expected value = 46% and a standard deviation = 25%. What is the standard deviation of your portfolio? [Note: your answer should be to 4 decimal places] Your portfolio has two investments with a correlation of 0.14. Investment #1 is 35% of your portfolio and has an expected value = 21% and a standard deviation = 10%. Investment #2 has an expected value = 46% and a standard deviation = 25%. What is the standard deviation of your portfolio? [Note: your answer should be to 4 decimal places]
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Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
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