This has to do with a Two-Asset Portfolio. Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 60%. The correlation coefficient between stocks A and B is 0.2. What are the expected return and standard deviation of a portfolio invested 30% in stock A and 70% in stock B.
Paper#8512 | Written in 18-Jul-2015Price : $25