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Using the data in the following table, and the fact that the correlation of A and B is 0.70, calculate the volatility (s
Posted: Thu Dec 23, 2021 8:32 am
by answerhappygod
- Using The Data In The Following Table And The Fact That The Correlation Of A And B Is 0 70 Calculate The Volatility S 1 (67.01 KiB) Viewed 99 times
Using the data in the following table, and the fact that the correlation of A and B is 0.70, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -8% 13% 17% 28% 3% 11% -9% - 2% 4% - 4% 12% 24% The standard deviation of the portfolio is %. (Round to two decimal places.)