Multiple Choice
What is the standard deviation of an equally weighted portfolio of two stocks with a covariance of 0.009, if the standard deviation of the first stock is 15% and the standard deviation of the second stock is 20%?
A) 2.0%
B) 2.1%
C) 7.8%
D) 14.2%
E) 14.7%
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q40: USE THE INFORMATION BELOW FOR THE FOLLOWING
Q41: USE THE INFORMATION BELOW FOR THE FOLLOWING
Q42: A portfolio is efficient if no other
Q43: The correlation coefficient and the covariance are
Q44: A good portfolio is a collection of
Q46: USE THE INFORMATION BELOW FOR THE
Q47: The probability of an adverse outcome is
Q48: What is the expected return of the
Q49: The slope of the utility curves for
Q50: A measure that only considers deviations above