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krek1111 [17]
4 years ago
14

Assume the standard deviation of the U.S. market portfolio is 18.2%, the standard deviation of the non U.S. portion of the world

portfolio is 17.1%, and the correlation between the U.S. and non U.S. market portfolios is .47. Suppose you invest 40% of your money in the U.S. stock market and the other 60% in the non U.S. portfolio. What is the standard deviation of your portfolio?

Business
1 answer:
ExtremeBDS [4]4 years ago
3 0

Answer

The answer and procedures of the exercise are attached in the following archives.

Step-by-step explanation:

You will find the procedures, formulas or necessary explanations in the archive attached below. If you have any question ask and I will aclare your doubts kindly.  

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