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Question
Stock X has a standard deviation of 22 percent per year and stock Y has a standard deviation of 8 percent per year. The correlation between stock A and stock B is .21. You have a portfolio of these two stocks wherein stock Y has a portfolio weight of 40 percent. What is your portfolio variance?A. .02022
B. .02156
C. .02239
D. .02247
E. .02350
Answer
This answer is hidden. It contains 65 characters.
Related questions
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