# Dode Brinker: maximum and minimum portfolio standard deviation

Not what you're looking for?

Dode Brinker own a portfolio of two securities with the following expected returns, standard deviation, and weights

Security--Expected return--Standard deviation--Weight

A 10% 20% .35

B 15% 25 .65

What correlation between the two securities produces the maximum portfolio standard deviation? What correlation between the two securities produces the minimum portfolio standard deviation. Show calculation

##### Purchase this Solution

##### Solution Summary

The solution contains the solution for the maximum and minimum portfolio standard deviation.

##### Purchase this Solution

##### Free BrainMass Quizzes

##### Situational Leadership

This quiz will help you better understand Situational Leadership and its theories.

##### Production and cost theory

Understanding production and cost phenomena will permit firms to make wise decisions concerning output volume.

##### Social Media: Pinterest

This quiz introduces basic concepts of Pinterest social media

##### MS Word 2010-Tricky Features

These questions are based on features of the previous word versions that were easy to figure out, but now seem more hidden to me.

##### Business Processes

This quiz is intended to help business students better understand business processes, including those related to manufacturing and marketing. The questions focus on terms used to describe business processes and marketing activities.