please help A portfolio manager creates the following portfolio. Security 1 has a weight of 30% and an expected standard
Posted: Sun May 29, 2022 5:47 pm
please help
A portfolio manager creates the following portfolio. Security 1
has a weight of 30% and an expected standard deviation of 20%.
Security 2 has a weight of 70% and an expected standard deviation
of 12%. The covariance of returns between the two securities is
-0.0151. What is the expected standard deviation of the portfolio?
[Enter % in the unit box for your answer. Round your final answer
to the nearest basis point (one hundredth of a percent).]
A portfolio manager creates the following portfolio. Security 1
has a weight of 30% and an expected standard deviation of 20%.
Security 2 has a weight of 70% and an expected standard deviation
of 12%. The covariance of returns between the two securities is
-0.0151. What is the expected standard deviation of the portfolio?
[Enter % in the unit box for your answer. Round your final answer
to the nearest basis point (one hundredth of a percent).]