Calculate the correlation coefficient between the two securities of a portfolio that has 45 percent in stock X (with an

Business, Finance, Economics, Accounting, Operations Management, Computer Science, Electrical Engineering, Mechanical Engineering, Civil Engineering, Chemical Engineering, Algebra, Precalculus, Statistics and Probabilty, Advanced Math, Physics, Chemistry, Biology, Nursing, Psychology, Certifications, Tests, Prep, and more.
Post Reply
answerhappygod
Site Admin
Posts: 899603
Joined: Mon Aug 02, 2021 8:13 am

Calculate the correlation coefficient between the two securities of a portfolio that has 45 percent in stock X (with an

Post by answerhappygod »

Calculate The Correlation Coefficient Between The Two Securities Of A Portfolio That Has 45 Percent In Stock X With An 1
Calculate The Correlation Coefficient Between The Two Securities Of A Portfolio That Has 45 Percent In Stock X With An 1 (31.04 KiB) Viewed 85 times
Calculate the correlation coefficient between the two securities of a portfolio that has 45 percent in stock X (with an expected return of 36 percent and a standard deviation of 12.1 percent) and 55 percent in stock Y (with an expected return of 31 percent and a standard deviation of 15.1 percent). The portfolio standard deviation is 6 percent. The correlation coefficient between the two securities is ? (Please retain at least 4 decimal places in your calculations.) O a. -0.69 O b. 0.69 O c. 0.86 O d. -0.86 O e. Insufficient information
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!
Top
Post Reply

Return to “Archived Questions & Answers”