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A domestic stock has an expected return of 12% and a standard deviation of 18%. A foreign stock has an expected return of 25% and a standard deviation of 33%. An investor has 60% of the domestic stock in their portfolio and 40% in the foreign stock. If the correlation between the stocks is 0.70, what is the portfolio’s standard deviation? A. 24.00%. B. 22.15%. C. 17.20%. |