question archive An equally weighted portfolio has two stocks - Stock X and Stock Y
An equally weighted portfolio has two stocks - Stock X and Stock Y
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An equally weighted portfolio has two stocks - Stock X and Stock Y. The covariance between Stock X and Stock Y is 0.10. The standard deviation of Stock X is 0.50, and the standard deviation of Stock Y is 0.40. Which of the following comes closest to the standard deviation of the portfolio? a. 0.52 b. 0.15 c. 0.28 d. 0.39 e. 0.65
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