A portfolio has 30 of its value in ibm shares and the rest


A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and 30%, respectively, and the correlation between IBM and MSFT is 0.3. What is the standard deviation of the portfolio?

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Financial Management: A portfolio has 30 of its value in ibm shares and the rest
Reference No:- TGS01163598

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