Assume a portfolio that consists of two assets, K and P. The volatility of these assets are 14.94% and 24.29%, respectiv
Posted: Fri Jul 01, 2022 7:36 am
Assume a portfolio that consists of two assets, K and P. Thevolatility of these assets are 14.94% and 24.29%, respectively.Portfolio allocation is 75% in asset K and 25% in asset P. Find thecorrelation between assets K and asset P that would produceportfolio volatility at the level of 33%.