64 1 ted You construct an equally weighted, two asset portfolio between ACME Corp, an American valve and regulator manuf

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64 1 ted You construct an equally weighted, two asset portfolio between ACME Corp, an American valve and regulator manuf

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64 1 Ted You Construct An Equally Weighted Two Asset Portfolio Between Acme Corp An American Valve And Regulator Manuf 1
64 1 Ted You Construct An Equally Weighted Two Asset Portfolio Between Acme Corp An American Valve And Regulator Manuf 1 (27.79 KiB) Viewed 37 times
64 1 ted You construct an equally weighted, two asset portfolio between ACME Corp, an American valve and regulator manufacturer, and Wayne Enterprises, a Hong Kong property company. The standard deviation of the returns on ACME's shares is 30% and 55% on Wayne Enterprises. Because of the international diversification, the returns on the two companies have no covariance (correlation = zero) What is the standard deviation of returns of the portfolio? ed out of a question Apply the equation for the standard deviation of a 2 asset portfolio Select one © a 22.5% O b.9.81% OC 17.6% d. 31.32% O. 425%
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