Given the returns of two stocks J and K in the table below over the...
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Finance
Given the returns of two stocks J and K in the table below over the last 4 years. Find the standard deviation of holding a portfolio of 60% of stock J and 40% in stock K over the next 4 years assuming 0.85 Correlation coefficient. Stock J Stock K 2010 10% 9% 2011 12% 8% 2012 13% 10% 2013 15% 11%
Select one:
a. 1.34%
b. 1.16%
c. 1.7%
d. 1.79%
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