Multiple Choice
Stock X has a standard deviation of 21 percent per year and stock Y has a standard deviation of 6 percent per year.The correlation between stock A and stock B is .38.You have a portfolio of these two stocks wherein stock X has a portfolio weight of 42 percent.What is your portfolio standard deviation?
A) 8.89 percent
B) 9.85 percent
C) 10.64 percent
D) 11.84 percent
E) 12.92 percent
Correct Answer:
Verified
Correct Answer:
Verified
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