Suppose the correlation of returns between czech and slovak


Ms. Tomato has invested 1/3 of her money in Czech Corp. stock and the remainder in Slovak Corp. stock. On past evidence, the standard deviation is 10 percent for Czech and 5 percent for Slovak. Suppose the correlation of returns between Czech and Slovak was -1.0. What is the standard deviation of Ms. Tomato's portfolio?

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Macroeconomics: Suppose the correlation of returns between czech and slovak
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