Corporate Finance Assignment/ Professional Essay Writers
May 8th, 2020
The expected return on stock A is 11% and its standard deviation is 15%. The expected return on stock B is 15% and its standard deviation is 25%. If the correlation coefficient for the two stocks’ returns is 0.30, what is the standard deviation for a portfolio with 60% invested stock A and the remainder in stock B?
Select one:
a. 11.24 percent.
b. 23.5 percent.
c 17.68 percent.
d. 19.4 percent.
e. 15.33 percent. Get Finance Help Today
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