The standard deviation of the portfolio, Financial Management

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The standard deviation of the portfolio

Using the data in the following? table, and the fact that the correlation of A and B is 0.02?, calculate the volatility? (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B.

Stock A Stock B

2005 -12 16

2006 13 20

2007 8 7

2008 -1 -1

2009 5 -12

2010 6 15

The standard deviation of the portfolio is?

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Financial Management: The standard deviation of the portfolio

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