You hold a portfolio with the following:
40% in asset A, standard deviation 6%
60% in asset B.,standard deviation 3%
If the assets have a correlation of -0.2, what is the standard deviation of this portfolio?
Looking for step by step on this one so I understand it better for my upcoming final.
Thanks in advance!
The standard deviation of ass
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Thread: Portfolio Standard Deviation?
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12-11-2010, 04:45 AM #1
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Portfolio Standard Deviation?
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