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Author Question: Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of ... (Read 43 times)

chandani

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  • Posts: 541
on: Apr 25, 2021

Question 1

Consider a 2 asset portfolio with 60% in Google Inc. (GOOG) and 40% in John Deere (DE). Google has a standard deviation of 60%, John Deere has a standard deviation of 45% and their correlation is 0.2. What is the standard deviation of returns of the portfolio?
◦ 38.33%
◦ 43.35%
◦ 45.25%
◦ 50.00%
◦ 52.50%

Question 2

Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of the two assets is ρ = -0.9523. What is the standard deviation of the returns of the portfolio?

​Asset AAsset B
Portfolio Weights0.330.67
Standard Deviation0.50.6

◦ 6.25%
◦ 25%
◦ 35%
◦ 55%
◦ 57.5%
Corporate Finance Online ¦ Eakins, McNally ¦ 2nd Edition
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Marked as best answer by chandani on Apr 25, 2021

komodo7

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Reply #1 on: Apr 25, 2021
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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chandani

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Reply 2 on: Apr 25, 2021
Great answer, keep it coming :)

elyse44

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Reply 3 on: Yesterday
YES! Correct, THANKS for helping me on my review

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