Evan has a portfolio with two stocks. He invested 50% into stock A with a standard deviation of 10%, and the remaining i
Posted: Thu May 19, 2022 12:03 am
Evan has a portfolio with two stocks. He invested 50% into stock
A with a standard deviation of 10%, and the remaining into stock B
with a standard deviation of 17%. The correlation between the two
stocks is 0.68. What is the standard deviation of Evan’s
portfolio
A with a standard deviation of 10%, and the remaining into stock B
with a standard deviation of 17%. The correlation between the two
stocks is 0.68. What is the standard deviation of Evan’s
portfolio