![Business](/tpl/images/cats/ekonomika.png)
Business, 06.08.2019 02:20, mrichardson2880
Stocks a and b both have an expected return of 10% and a standard deviation of returns of 25%. stock a has a beta of 0.8 and stock b has a beta of 1.2. the correlation coefficient, r, between the two stocks is +0.6. portfolio p has 50% invested in stock a and 50% invested in b. which of the following statements is correct?
a. portfolio p has a coefficient of variation equal to 2.5.
b. portfolio p has more market risk than stock a but less market risk than b.
c. portfolio p has a standard deviation of 25% and a beta of 1.0.
d. all of the statements above are correct
e. none of the statements above is correct
![answer](/tpl/images/cats/otvet.png)
Answers: 1
Other questions on the subject: Business
![image](/tpl/images/cats/ekonomika.png)
Business, 21.06.2019 15:30, Jessicadiaz8602
Which of the following statements accurately describes how costs and benefits are calculated?
Answers: 3
![image](/tpl/images/cats/ekonomika.png)
Business, 21.06.2019 16:00, wasscrackin
Jelly has joined drakes team drake sends kelly an email explaining details of the project that she will be working on which of these is good etiquette
Answers: 3
![image](/tpl/images/cats/ekonomika.png)
Do you know the correct answer?
Stocks a and b both have an expected return of 10% and a standard deviation of returns of 25%. stock...
Questions in other subjects:
![Konu](/tpl/images/cats/en.png)
![Konu](/tpl/images/cats/en.png)
![Konu](/tpl/images/cats/mat.png)
Mathematics, 09.09.2020 22:01
![Konu](/tpl/images/cats/es.png)
![Konu](/tpl/images/cats/User.png)
![Konu](/tpl/images/cats/mat.png)
![Konu](/tpl/images/cats/mat.png)
![Konu](/tpl/images/cats/mat.png)
![Konu](/tpl/images/cats/en.png)
English, 09.09.2020 22:01
![Konu](/tpl/images/cats/istoriya.png)
History, 09.09.2020 22:01