Using the data in the following table and the fact that the


Using the data in the following table, and the fact that the correlation of A and B is 0.59, calculate the volatility? (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B.

Stock A   Stock B

2005   -7   13

2006   15   28

2007   6   15

2008   -5   -7

2009   4   -4

2010   6   34

The Standard deviation of the portfolio is ___%.

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Financial Management: Using the data in the following table and the fact that the
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