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Stock A has a standard deviation of 0.5 and Stock B has a standard deviation of 0.3. Stock A and Stock B are perfectly positively correlated. According to Markowitz portfolio theory how much should be invested in each stock to minimize the portfolio's standard deviation? A. 30% in Stock A and 70% in Stock B. B. 50% in Stock A and 50% in Stock B. C. 100% in Stock B. |