An investor is given the following information about two stocks returns. The investor in interested...
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Accounting
An investor is given the following information about two stocks returns.
The investor in interested in investing 50% of his resources in stock 1 and 50% in stock 2.
What is standard deviation of the portfolio given that the coefficient of correlation between the two stocks is -0.2?
Select one:
a. (0.11)0.5=0.332
b. (0.18)0.5=0.424
c. (0.01665)0.5=0.129
d. (0.0135)0.5=0.116
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