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Potvin Potvin
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7 years ago
Stocks A and B are perfectly negatively correlated (  = -1) and their standard deviations are 0.20 and 0.30 respectively. What is the standard deviation of a portfolio with 50% invested in Stock A and 50% invested in Stock B?
A) 5%
B) 6%
C) 7%
D) 8%
E) 9%
Textbook 
Corporate Finance Online

Corporate Finance Online


Edition: 1st
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BlimpBlimp
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7 years ago
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Pol. Sci. Major
Minoring in Business
Columbia University Sophomore

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7 years ago
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