You have two assets.
Asset | E(R) | volatility |
A | 10% | 14.8% |
B | 12.14% | 34.2% |
correlation | 0.2 |
You create a complete portfolio with both assets, by investing 31% in asset A.
What is the volatility of this portfolio?
Enter your answer as percentage with 2 decimals.
Please refer to below spreadsheet for calculation and answer. Cell reference also provided.
Cell reference -
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