Calculating the standard deviation in the given case
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Aquaman stock has exhibited a standard deviation in returns of 0.7, whereas Green Lantern stock has exhibited a standard deviation of 0.8. The correlation coefficient between the stock returns is 0.1. What is the standard deviation of a portfolio composed of 70% Aquaman and 30% Green Lantern?
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Solution describes the steps to calculate the standard deviation of returns in the given case.
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Weight of Aquaman=p1=70%
Weight of Green Lantern=p2=30%
Standard deviation of Aquaman=sigma 1=0.7
Standard ...
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- BEng (Hons) , Birla Institute of Technology and Science, India
- MSc (Hons) , Birla Institute of Technology and Science, India
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