Examlex

Solved

A Portfolio Has 40% of Its Value in IBM Shares

question 57

Multiple Choice

A portfolio has 40% of its value in IBM shares and the rest in Microsoft (MSFT) . The volatility of IBM and MSFT are 40% and 30%, respectively, and the correlation between IBM and MSFT is -0.3. What is the standard deviation of the portfolio?


Definitions:

Related Questions