Eric has a portfolio with two stocks. He invested 50% into stock A with a standard deviation of 12%, and the remaining i
Posted: Wed May 18, 2022 11:59 pm
Eric has a portfolio with two stocks. He invested 50% into stock
A with a standard deviation of 12%, and the remaining into stock B
with a standard deviation of 17%. The correlation between the two
stocks is 0.78. What is the standard deviation of Evan’s
portfolio?
A with a standard deviation of 12%, and the remaining into stock B
with a standard deviation of 17%. The correlation between the two
stocks is 0.78. What is the standard deviation of Evan’s
portfolio?