Evan has a portfolio with two stocks. He invested 50% into stock A with a standard deviation of 11%, and the remaining i

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answerhappygod
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Evan has a portfolio with two stocks. He invested 50% into stock A with a standard deviation of 11%, and the remaining i

Post by answerhappygod »

Evan has a portfolio with two stocks. He invested 50% into stock
A with a standard deviation of 11%, and the remaining into stock B
with a standard deviation of 12%. The correlation between the two
stocks is 0.52. What is the standard deviation of Evan’s portfolio?
(Round your answer as decimals with four decimal places,
such as 0.1234. For example, if your answer is 12.34%, write
0.1234. DO NOT write your answer as percentages as you will be
marked wrong.)
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