You own a portfolio that has 45 invested in asset a and 55, Ask an Expert

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You own a portfolio that has 45% invested in asset A, and 55% invested in asset B. Asset A’s standard deviation is 10% and asset B’s standard deviation is 12%. The correlation coefficient between the two assets is -0.58. The expected return on the portfolio is 12%. What is the portfolio standard deviation?

a)5.4%

b)11%

c)8.65%

d)9.8%

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M91604039

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