Consider a portfolio that contains two stocks. Stock "A" has an expected return of 15% and a standard deviation of 18%. Stock "B" has an expected return of -1% and a standard deviation of 25%. The proportion of your wealth invested in stock "A" is 50%. The correlation between the two stocks is -0.1.
What is the expected return of the portfolio? Enter your answer as a percentage. Do not include the percentage sign in your answer.
Enter your response below rounded to 2 DECIMAL PLACES.
What is the standard deviation of the portfolio? Enter your answer as a percentage. Do not include the percentage sign in your answer.
Enter your response below rounded to 2 DECIMAL PLACES.
Calculations-
Please upvote if the ans is helpful.In case of doubt,do comment.Thanks.
Get Answers For Free
Most questions answered within 1 hours.