Fight Finance

Courses  Tags  Random  All  Recent  Scores

Scores
keithphw$6,011.61
Jade$1,815.80
Chu$789.98
ZOE HY$763.33
royal ne...$750.00
Leehy$713.33
Visitor$650.00
JennyLI$625.61
Visitor$590.00
Visitor$555.33
Visitor$550.00
Visitor$550.00
Visitor$540.00
Visitor$500.00
Yizhou$489.18
Visitor$480.00
Visitor$480.00
Visitor$470.00
Visitor$464.70
LWH$460.00
 

Question 83  portfolio risk, standard deviation

Portfolio Details
Stock Expected
return
Standard
deviation
Correlation ##(\rho_{A,B})## Dollars
invested
A 0.1 0.4 0.5 60
B 0.2 0.6 140
 

What is the standard deviation (not variance) of the above portfolio?




Copyright © 2014 Keith Woodward