Top Posters
Since Sunday
5
o
5
4
m
4
b
4
x
4
a
4
l
4
t
4
S
4
m
3
s
3
New Topic  
bigexternal bigexternal
wrote...
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 101 times
2 Replies
We're using: Corporate Finance Online (Eakins, McNally)
Replies
Answer verified by a subject expert
BlimpBlimp
wrote...
Posts: 499
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...
7 years ago
Firstly, thank you for responding
Secondly, ur right!
We're using: Corporate Finance Online (Eakins, McNally)
New Topic      
Explore
Post your homework questions and get free online help from our incredible volunteers
  871 People Browsing
 101 Signed Up Today
Related Images
  
 4304
  
 320
  
 135
Your Opinion
Do you believe in global warming?
Votes: 370