Multiple Choice
Stock A has a standard deviation of 12 percent per year and stock B has a standard deviation of 16 percent per year. The correlation between stock A and stock B is .37. You have a portfolio of these two stocks wherein stock B has a portfolio weight of 35 percent. What is your portfolio variance?
A) .01245
B) .01314
C) .01329
D) .01437
E) .01470
Correct Answer:
Verified
Correct Answer:
Verified
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