Multiple Choice
Stock A has a standard deviation of 15% per year and Stock B has a standard deviation of 8% per year. The correlation between Stock A and Stock B is .40. You have a portfolio of these two stocks wherein Stock B has a portfolio weight of 40%. What is your portfolio variance?
A) .01143
B) .01214
C) .01329
D) .01437
E) .01470
Correct Answer:
Verified
Correct Answer:
Verified
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