Standard Deviation
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Stock X has a standard deviation of returns of 0.6, and Stock Y has a standard deviation of 0.4. The correlation of the two stock is 0.5. Compute the standard deviation of a portfolio invested half in X and half in Y.
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Solution Summary
The solution explains how to calculate the standard deviation of a portfolio
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The standard deviation of a two stock portfolio is given as
SD = Square root ...
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