1 A portfolio is composed of two stocks A and B Stock A has a...
50.1K
Verified Solution
Link Copied!
Question
Basic Math
1 A portfolio is composed of two stocks A and B Stock A has a standard deviation of return of 24 while stock B has a standard deviation of return of 18 Stock A comprises 60 of the portfolio while stock B comprises 40 of the portfolio If the variance of return on the portfolio is 0380 the correlation coefficient between the returns on A and B is
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
