Calculate the standard deviation of the portfolio described


Calculate the standard deviation of the portfolio described in the table below. Assume that the correlation between the two assets is 25%

Assets             Present Value      Relative Weight       Expected return           Standard Deviation

A                       800                          55%                          4%                              35%

B                      650                           45%                          9%                              47%

1. 18.7%     2. 43.3%    3. 10.2%      4. 32%

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Financial Management: Calculate the standard deviation of the portfolio described
Reference No:- TGS01735078

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