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Author Question: You construct an equally weighted, two asset portfolio between ACME Corp., an American valve and ... (Read 23 times)

jeatrice

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You construct an equally weighted, two asset portfolio between ACME Corp., an American valve and regulator manufacturer, and Wayne Enterprises, a Hong Kong property company. The standard deviation of the returns on ACME's shares is 30% and 55% on Wayne Enterprises. Because of the international diversification, the returns on the two companies have no covariance (correlation = zero). What is the standard deviation of returns of the portfolio?
◦ 9.81%
◦ 17.60%
◦ 22.50%
◦ 31.32%
◦ 42.50%


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Marked as best answer by jeatrice on Apr 25, 2021

onowka

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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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jeatrice

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


deja

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

 

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