Mogww w wil we the response Question 22 Stocks the power and have correl with oos...

Question

Question

business finance

Answer 1

Answer #1

8.72%

SD of portfolio = SQRT(W1^2 *SD1^2 + W2^2*SD2^2+ 2*W1*W2*SD1*SD2*CorrAB )

= SQRT(0.6^2*0.19^2+0.4^2*0.16^2+2*0.6*0.4*0.19*0.16*-0.65)

= SQRT(0.0076072)

= 0.08722

=8.72%

Answer 2

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