What is the standard deviation of a two-asset portfolio, Ask an Expert

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What is the standard deviation of a two-asset portfolio comprised of Stock A and Stock B if both Stock A and Stock B have a variance of 0.2209, the correlation coefficient between the two stocks is -0.17, and Stock A makes up 24% of the portfolio?

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M91782058

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