Business
Business, 20.08.2020 20:01, Lalagrl

A portfolio has 50% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 40% and 30%, respectively, and the correlation between IBM and MSFT is −0.5. What is the standard deviation of the portfolio?

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A portfolio has 50% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of I...

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