Problema portfolio has 30 of its value in ibm shares and, Ask an Expert

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Problem:

A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and 30%, respectively, and the correlation between IBM and MSFT is 0.3.

Required:

Question: What is the standard deviation of the portfolio?

Note: Explain all steps comprehensively.

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Category:- Basic Finance
Reference No.:- M91148461

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