A portfolio has 30 of its value in ibm shares and the rest


A portfolio has 30% of its value in IBM SHARES and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 40% and 30%, respectively, and the correlation between IBM and MSFT IS -0.5. What is the standard deviation of the portfolio?

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Financial Management: A portfolio has 30 of its value in ibm shares and the rest
Reference No:- TGS02156562

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