You have invested $2000 in X, with a standard deviation of 0.25 and $8000 in Y with a standard deviation of 0.

You have invested $2000 in X, with a standard deviation of 0.25 and $8000 in Y with a standard deviation of 0.15. What is the standard deviation of your portfolio if the correlation coefficient (rho) between X and Y is 0.4?

0 replies

Leave a Reply

Want to join the discussion?
Feel free to contribute!

Leave a Reply

Your email address will not be published. Required fields are marked *