Multiple Choice
Stock J has a standard deviation of 67 percent, and Stock K has a standard deviation of 51 percent. The correlation between the two stocks is -0.10. What is the variance of a portfolio of the two assets with 35 percent invested in Stock J?
A) 0.1026
B) 0.2318
C) 0.1653
D) 0.1493
E) 0.1986
Correct Answer:
Verified
Correct Answer:
Verified
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