What is the standard deviation of the portfolio


Problem

A portfolio invests in 35% in a stock S1 and the rest in another stock S2. The expected return and standard deviation of S1 are 23% and 35%, respectively. The expected return and standard deviation of S2 are 8% and 14%, respectively. The covariance between the two stocks is 0.0008. What is the standard deviation of the portfolio?

Request for Solution File

Ask an Expert for Answer!!
Financial Management: What is the standard deviation of the portfolio
Reference No:- TGS03238341

Expected delivery within 24 Hours