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Using the data in the following table, and the fact that the correlation of A and B is 0.65, calculate the volatility (s
Posted: Thu Dec 23, 2021 8:29 am
by answerhappygod
- Using The Data In The Following Table And The Fact That The Correlation Of A And B Is 0 65 Calculate The Volatility S 1 (20.11 KiB) Viewed 105 times
Using the data in the following table, and the fact that the correlation of A and B is 0.65, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -4% 23% 11% 37% 1% 3% - 3% -7% 1% -4% 7% 24% The standard deviation of the portfolio is 1% (Round to two decimal places)