Multiple Choice
Stock X has a standard deviation of return of 10%.Stock Y has a standard deviation of return of 20%.The correlation coefficient between the two stocks is 0.5.If you invest 60% of your funds in stock X and 40% in stock Y,what is the standard deviation of your portfolio?
A) 10.3%
B) 21.0%
C) 12.2%
D) 14.8%
Correct Answer:
Verified
Correct Answer:
Verified
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