What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 18%. Stock B has a standard deviation of 14%. The portfolio contains 40% of stock A, and the correlation coefficient between the two stocks is -.23. 9.7% 15.6% 14% 12.2% Item at position 10

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26-05-2021
Business

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What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 18%. Stock B has a standard deviation of 14%. The portfolio contains 40% of stock A, and the correlation coefficient between the two stocks is -.23. 9.7% 15.6% 14% 12.2% Item at position 10

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27leejaey 27leejaey · Answer 1 · 2021-05-26T19:43:27+02:00

Answer:

Stock B has a standard deviation of 14%. The portfolio contains 40% of stock A, and the correlation coefficient between the two stocks is -.23. A) 9.7% B)

Explanation:

Stock B has a standard deviation of 14%. The portfolio contains 40% of stock A, the portfolio contains 60% of stock B, and the correlation coefficient between the two stocks is -.23. A. 9.7% B. 12.2% C. 14% ... The standard deviation of return on investment A is .10, while the standard deviation of return on investment B is .05.