Multiple Choice
Stocks D, E and F have standard deviations of 2 percent, 10 percent and 40 percent, respectively. The correlation coefficients between the stocks are as follows: 0.4 for D and E, -0.4 for D and F, and -0.2 E and F. What is the standard deviation of a portfolio with a mix of 30-30-40 percent in D, E and F?
A) 15.49%
B) 13.35%
C) 14.07%
D) 19.52%
Correct Answer:
Verified
Correct Answer:
Verified
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