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Your client alex has only two assets in his portfolio


"Your client, Alex, has only two assets in his portfolio: assets A and B. Asset A had a standard deviation of 40%, and Asset B has a standard deviation of 20%. 50% of his portfolio is invested in Asset A, and 50% is invested in Asset B. The correlation for assets A and B is 0.90. What is the standard deviation of Alex s portfolio? "

  • > 30%.
  • < 30%.
  • = 30%.
  • Not enough information given to determine the result.

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Finance Basics: Your client alex has only two assets in his portfolio
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