Multiple Choice
Stock X has a standard deviation of 22 percent per year and stock Y has a standard deviation of 8 percent per year.The correlation between stock A and stock B is .21.You have a portfolio of these two stocks wherein stock Y has a portfolio weight of 40 percent.What is your portfolio variance?
A) .02022
B) .02156
C) .02239
D) .02247
E) .02350
Correct Answer:
Verified
Correct Answer:
Verified
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