Math, asked by yashpk8283, 10 months ago

You manage a risky portfolio which comprises of 40% investment in stock a and 60% investment in stock
b. The standard deviation of rate of returns on stock a = 20% and standard deviation of rate of returns on stock b = 30%. What is the standard deviation of rate of returns on your portfolio if there is a perfect negative correlation between the returns of stocks a and b?

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Answered by Anonymous

5

Answer:

please do it small

it is lengthy

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