Stock A has a risk premium of 16%, a correlation of 0.56 with the market, and a beta of 0.9. Stock B has a risk premium

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answerhappygod
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Stock A has a risk premium of 16%, a correlation of 0.56 with the market, and a beta of 0.9. Stock B has a risk premium

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Stock A Has A Risk Premium Of 16 A Correlation Of 0 56 With The Market And A Beta Of 0 9 Stock B Has A Risk Premium 1
Stock A Has A Risk Premium Of 16 A Correlation Of 0 56 With The Market And A Beta Of 0 9 Stock B Has A Risk Premium 1 (99.42 KiB) Viewed 47 times
Stock A has a risk premium of 16%, a correlation of 0.56 with the market, and a beta of 0.9. Stock B has a risk premium of 9.1% and a correlation of 0.23 with the market. The returns of Stock A and Stock B are uncorrelated. The volatility of the market portfolio is 14%. A portfolio is created by investing equally in Stock A and Stock B. Find the volatility of this portfolio. 0 20.95% O 19.22% 20.08% 21.81% 18.35%
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