Multiple Choice
Stock A has a standard deviation of 15% per year and Stock B has a standard deviation of 21% per year. The correlation between Stock A and Stock B is .30. You have a portfolio of these two stocks wherein Stock B has a portfolio weight of 60%. What is your portfolio standard deviation?
A) 14.87%
B) 15.50%
C) 16.91%
D) 17.45%
E) 18.03%
Correct Answer:
Verified
Correct Answer:
Verified
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