Question
Using the data in the following table, see the table below, calculate the volatility (standard deviation)...
Using the data in the following table, see the table below, calculate the volatility (standard deviation) of a portfolio that is 52 % invested in stock A and 48 % in stock B.
The volatility of the portfolio is ...............%. (Round to two decimal places.)
|
Year |
2010 |
2011 |
2012 |
2013 |
2014 |
2015 |
||||||
|
Stock A |
−9% |
10% |
8% |
−5% |
11% |
10% |
||||||
|
Stock B |
22% |
28% |
21% |
−9% |
−15% |
35% |
||||||
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