Consider the following information for stock A and stock B: 3 pts () = 13%...
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Consider the following information for stock A and stock B: 3 pts () = 13% = 52% () = 8% = 31% = 0.7 a. A portfolio of these two stocks has an expected return of 11.20%. What is the standard deviation of the portfolio? b. What is the covariance between A and B?
Consider the following information for stock A and stock B: 3 pts
() = 13% = 52% () = 8% = 31% = 0.7
a. A portfolio of these two stocks has an expected return of 11.20%. What is the standard deviation
of the portfolio?
b. What is the covariance between A and B?
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