Consider a 2 asset portfolio with 60% in Google Inc (GOOG) and 40% in John Deere (DE). Google has a standard deviation of 60%, John Deere has a standard deviation of 45% and their correlation is 0.2
What is the standard deviation of returns of the portfolio?
A) 38.33%
B) 43.35%
C) 45.25%
D) 50.00%
E) 52.50%
B
Business
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