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Consider the Data Provided in the Table Below for a Portfolio

question 20

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Consider the data provided in the table below for a portfolio of Assets A and B.The correlation of the two assets is ρ = -0.9523.What is the standard deviation of the returns of the portfolio?
Consider the data provided in the table below for a portfolio of Assets A and B.The correlation of the two assets is ρ = -0.9523.What is the standard deviation of the returns of the portfolio?   A)  6.25% B)  25% C)  35% D)  55% E)  57.5%


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