Question

What is the standard deviation of a portfolio made up of 60% Stock A and 40%...

What is the standard deviation of a portfolio made up of 60% Stock A and 40% Stock B?

  • 5.60%
  • 17.22%
  • 4.88%
  • 14.46%
  • 22.09%

    Stock

    Expected Return

    Beta

    Variance

    COV A,B

    A

    11%

    1.2

    0.06

    0.04

    B

    15%

    1.7

    0.05
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