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 standard deviation of a portfolio of the two assets with 35 percent invested in Stock J?
A) 46.23%
B) 38.64%
C) 41.07%
D) 35.19%
E) 43.82%
Correct Answer:
Verified
Correct Answer:
Verified
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