Top Posters
Since Sunday
c
5
j
5
a
5
L
5
f
5
j
5
D
4
k
4
y
4
t
4
h
4
l
4
Home Q & A Board Other Fields Homework Help Business
New Topic  
bigexternal bigexternal
wrote...
Go to Answer
Posts: 1279
Rep: 2 0
7 years ago
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
Textbook 
Corporate Finance Online

Corporate Finance Online


Edition: 1st
Authors:
Read 109 times
2 Replies
We're using: Corporate Finance Online (Eakins, McNally)
Replies
Answer verified by a subject expert
BlimpBlimp
wrote...
#1
Posts: 499
Rep: 25 0
7 years ago
Sign in or Sign up in seconds to unlock everything for free
More solutions for this book are available here
1
Pol. Sci. Major
Minoring in Business
Columbia University Sophomore

Related Topics

bigexternal Author
wrote...
#2
7 years ago
Firstly, thank you for responding
Secondly, ur right!
We're using: Corporate Finance Online (Eakins, McNally)
New Topic      
Quick Reply
Explore
Post your homework questions and get free online help from our incredible volunteers
  911 People Browsing
 107 Signed Up Today
Start New Topic Take the Tour CoursesNew Study Tools Topics Trending Browse by Textbook
Live Chat
Related Images
  
 189
  
 340
  
 274
Your Opinion
What's your favorite coffee beverage?
Votes: 299
Previous poll results: Should Ph.D.'s be addressed as doctors?