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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 1 characters.
Related questions
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Which of the following does not approximate the performance of a buy-and-hold portfolio strategy?
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C. A value-weighted index
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Q:
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Q:
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Q:
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Q:
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D. The answer cannot be determined from the information given.