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  • Number of pages
    5 pages
  • Language
    English
  • Format
    .doc
  • Publication date
  • Updated on
    24/05/2013
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    Stock A: ER = 5%, SD = 5%; Stock B: ER = 10%, SD = 10%; The correlation coefficient is 0.5. a) Show how you can create a portfolio with these two stocks which would have an ER of 8%. What is the SD of this portfolio? Formula : √(Wa2 x oa2 + Wb2 x ob2 + 2 x Wa x Wb x oa x ob x pab) Standard Deviation of the Portfolio = (Wa2 x...

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