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fgiga [73]
3 years ago
5

A portfolio has 40% 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 0.4. What is the standard deviation of the portfolio? A. 29.55% B. 22.83% C. 30.89% D. 26.86%

Business
1 answer:
Bess [88]3 years ago
3 0

Answer:

Our answer is D 26.86%

Explanation:

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