Multiple Choice
There are two assets, A and B, with a standard deviation of 10 and 15, respectively.If the correlation coefficient between the two assets is 0.5, then a portfolio that consists of 0.4 of A and 0.6 of B has a standard deviation of
A) 11.53
B) 13.00
C) 15.00
D) 18.02
E) 20.00
Correct Answer:
Verified
Correct Answer:
Verified
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