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Question: You have a portfolio which is comprised of 48 percent of stock A and 52 percent of stock B. What is the standard deviation of this portfolio?

Boom            .20 Stock A 8% Stock B 17%

Normal          .75             11%          12%

Recession      .05             14%          -8%

Basic Finance, Finance

  • Category:- Basic Finance
  • Reference No.:- M92883522

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