Multiple Choice
The expected returns for ABC Company and XYZ Company are 12.0% and 9.0%, respectively.The standard deviation is 20.0% for ABC and 15.0% for XYZ.What is the portfolio standard deviation if one-third of the portfolio is in ABC and the two securities have perfect positive correlation?
A) 16.67%
B) 10.00%
C) 2.78%
D) 1.00%
Correct Answer:
Verified
Correct Answer:
Verified
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