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Title: If two stocks have a correlation of +1, then the standard deviation of a portfolio between them is ... Post by: bigexternal on Jan 13, 2017 If two stocks have a correlation of +1, then the standard deviation of a portfolio between them is given by:
σp = wσ1 + (1 - w)σ2 Title: Re: If two stocks have a correlation of +1, then the standard deviation of a portfolio between them ... Post by: Blimp on Jan 16, 2017 Content hidden
Title: Re: If two stocks have a correlation of +1, then the standard deviation of a portfolio between them is ... Post by: bigexternal on Mar 22, 2017 Firstly, thank you for responding
Secondly, ur right! |