Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. accounting
  3. you have a portfolio consisting of two assets. ass

You have a portfolio consisting of two assets. Asset 1 has a standard deviation of...

50.1K

Verified Solution

Question

Accounting

You have a portfolio consisting of two assets. Asset 1 has a standard deviation of 7.39% and asset 2 has a standard deviation of 1.39%. The weight of the first asset is 0.3. The stocks exhibit a correlation of 0.7. What is the portfolio standard deviation? (Provide your answer as a percentage and round to two decimal places).

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!
Become a Member

Other questions asked by students

Q

Problem 1: Carbon dioxide flows isentropically at the rate of 1 kg/s through a convergent-divergent nozzle. The...

Mechanical Engineering
Q

. What are the limitations of the mainstream model of consumer behavior?

Economics
Q

5 A car travels first 1 3 of the distance AB at 30 km h...

Physics
Q

Last year Andrew s salary went from 30 000 to 35 000 Calculate the percent...

Basic Math
Q

XX Simplify your answer Type an integer or decimal rounded to four decimal places as...

Basic Math
Q

Find the exact value of t given sint = ?1 & t = [0, ?].

Basic Math
Q

Which survey is most likely affected by bias?a survey of teenagers about their favorite colorsa...

Basic Math
Q

The income statement of Dolan Corporation for 2020 included the following items: Interest revenue...

Accounting
Q

"In my opinion, we ought to stop making our own drums and accept that outside...

Accounting
Q

Susan takes the exam. There are three multiple-choice questions she doesn't know which answer is...

Accounting
Q

Prepare a statement of cash flows for the year ended December 31, 2018 using the...

Accounting
Q

Which of the following allows a company to isolate the components of marketing performance to...

Accounting