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Question
What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 18%. Stock B has a standard deviation of 14%. The portfolio contains 40% of stock A, and the correlation coefficient between the two stocks is -.23.
A) 9.7%
B) 12.2%
C) 14%
D) 15.6%
Answer
This answer is hidden. It contains 21 characters.
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Day
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870 760 960 840 Declines
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Q:
One of the major functions of the investment committee is to ________.
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