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Author Question: Stocks A and B each have an expected return of 19%, a standard deviation of 25%, and a beta of 1.6. ... (Read 55 times)

poopoo

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Stocks A and B each have an expected return of 19%, a standard deviation of 25%, and a beta of 1.6. The returns on the two stocks have a correlation coefficient of +0.8. You have a portfolio that consists of 50% A and 50% B. Which of the following statements is correct regarding this portfolio?

its beta is less than 1.6


its expected return is less than 19%


its beta is 1.6


its standard deviation is greater than 25%



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Marked as best answer by poopoo on Aug 7, 2023

fdsajkl

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Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
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poopoo

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Reply 2 on: Aug 7, 2023
Wow, this really help


kjohnson

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Reply 3 on: Yesterday
Great answer, keep it coming :)

 

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