If the variance of return on the portfolio is 0380 the


A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of 16) return of 24%, while stock B has a standard deviation of return of 18%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is .0380, the correlation coefficient between the returns on A and B is ________. Please show all work,

Request for Solution File

Ask an Expert for Answer!!
Financial Management: If the variance of return on the portfolio is 0380 the
Reference No:- TGS02779775

Expected delivery within 24 Hours