sing the data in the following table, and the fact that the correlation of A and B is 0.06, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in s me return of stock A is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Realized Returns Year Stock A Stock B 2017 -15% 24% 2018 12% 22% 2019 9% 10% 2020 4% -4% 2021 4% -3% 2022 11% 22% - - X
sing the data in the following table, and the fact that the correlation of A and B is 0.06, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in s me return of stock A is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Realized Returns Year Stock A Stock B 2017 -15% 24% 2018 12% 22% 2019 9% 10% 2020 4% -4% 2021 4% -3% 2022 11% 22% - - X
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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