If the variance of return on the portfolio is 0380 the, Financial Management

+44 141 628 6080
[email protected]

If the variance of return on the portfolio is 0380 the

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 24%, while stock B has a standard deviation of return of 18%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is .0380, the correlation coefficient between the returns on A and B is _________.

A. 0.23

B. 0.34

C. 0.77

D. 0.58

Please show all steps

View Complete Question

Request for Solution File

Ask an Expert for Answer!!

Financial Management: If the variance of return on the portfolio is 0380 the

Reference No:- TGS02368340

Expected delivery within 24 Hours

Have a Question? (oR Write a Review)

Write atleast 100 words!!

Asked Questions

How we perceive objects in the real world

Suppose that a group of researchers would like to explore how we perceive objects in the real world, rather than just in a laboratory

Describe some of your personality traits

Adler believed that your birth order determines, to a large extent, your personality. He stated that your traits reflect, somehow, how you have achieved

Discuss three ethical guidelines that are important

Identify and discuss three ethical guidelines that are important to consider when designing an 8-week group for adolescents who are referred

Describe the results, including any scores

Describe the results, including any scores. Result: E6% Extraverted Action oriented, Outgoing, Expressive, Hands-On S17% Sensing Traditional,

Problem on journal articles and non-journal materials

Amanda said? Excellent post, Chrystal. You provided great insight into the helpful resource ERIC digital library is. I appreciate how it states the information

Problem concerning consensual sexual relationship

Question: Jena and Ben are employees of Big City Electronics. They began to have a consensual sexual relationship.

Problem regarding the america youth and social media

Think about where you were the most and least engaged when reading a classmate's draft. Think about what captured your attention

Request for Solution File

Ask an Expert for Answer!!

Financial Management: If the variance of return on the portfolio is 0380 the

Reference No:- TGS02368340

Have a Question? (oR Write a Review)

Recent Questions Asked Financial Management

Q : Purple dalia inc has the following balance sheet statement

Q : Problem recognition describe the problem that might lead

Q : What is the change in price the bond will experience in

Q : Calculate the npv and irr with mitigation calculate the npv

Q : If the variance of return on the portfolio is 0380 the

Q : If you can earn 8 on your funds how much would you have to

Q : You believe that in one year the yield to maturity will be

Q : Your stock investments return 8 12 and -4 in consecutive

Q : The weight of security b in the minimum-variance portfolio