What is the standard deviation of the following portfolio? |Weight Correlation(A,B) Growth Rate 3 .2 Security Standard deviation 45.45% 40% 70% 30% A .9241 O 43.15% 42.07% O 38.07% O None of the listed choices is correct O 18.62%
What is the standard deviation of the following portfolio? |Weight Correlation(A,B) Growth Rate 3 .2 Security Standard deviation 45.45% 40% 70% 30% A .9241 O 43.15% 42.07% O 38.07% O None of the listed choices is correct O 18.62%
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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Quèstion 2
What is the standard deviation of the following portfolio?
Growth
Rate
Standard
deviation
45.45%
40%
Security
Weight
Correlation(A,B)
70%
30%
.3
.9241
IB
.2
O 43.15%
O 42.07%
O 38.07%
O None of the listed choices is correct
O 18.62%
A Moving to another question will save this response.
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