You put half of your money in a stock portfolio that has an expected return of 14% and a standard deviation of 24%. You
Posted: Wed May 18, 2022 11:49 pm
You put half of your money in a stock portfolio that has an
expected return of 14% and a standard deviation of 24%. You put the
rest of your money in a risky bond portfolio that has an expected
return of 6% and a standard deviation of 12%. The stock and bond
portfolios have a correlation of .55. The standard deviation of the
resulting portfolio will be ________. Group of answer choices more
than 18% but less than 24% more than 12% but less than 18% equal to
18% equal to 12%
expected return of 14% and a standard deviation of 24%. You put the
rest of your money in a risky bond portfolio that has an expected
return of 6% and a standard deviation of 12%. The stock and bond
portfolios have a correlation of .55. The standard deviation of the
resulting portfolio will be ________. Group of answer choices more
than 18% but less than 24% more than 12% but less than 18% equal to
18% equal to 12%