Mathematics
Mathematics, 14.08.2021 14:00, allysoftball4878

Assume you wish to construct a portfolio by investing $4000 in Stock A which has a return of 6% and a standard deviation of
10%. In the portfolio, you will also invest $6000 in stock B which
has a return of 8% and a standard deviation of 13%. Assuming
that the returns on stock A and on stock B have a correlation
coefficient of 0.7, what is the portfolio standard deviation?

answer
Answers: 2

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Assume you wish to construct a portfolio by investing $4000 in Stock A which has a return of 6% and...

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