Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of the two assets is ? = -0.9523. What is the standard deviation of the returns of the portfolio? $\begin{array}{|l|c|c|}
\hline& \text { Asset A } & \text { Asset B } \
\hline \text { Portfolio } & \
\text { Weights } &0.33 & 0.67 \
\hline\text {Standard}\
\text {Deviation}& 0.5 & 0.6\
\hline
\end{array}$

A)6.25%
B)25%
C)35%
D)55%
E)57.5%

Question

Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of the two assets is ? = -0.9523. What is the standard deviation of the returns of the portfolio? $\begin{array}{|l|c|c|} 
\hline& \text { Asset A } & \text { Asset B } \
\hline \text { Portfolio } & \
\text { Weights } &0.33 & 0.67 \
\hline\text {Standard}\
 \text {Deviation}& 0.5 & 0.6\
\hline
\end{array}$

A)6.25%
B)25%
C)35%
D)55%
E)57.5%

Quizplus · Accepted Answer

The Answer of Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of the two assets is ? = -0.9523. What is the standard deviation of the returns of the portfolio? $\begin{array}{|l|c|c|} 
\hline& \text { Asset A } & \text { Asset B } \
\hline \text { Portfolio } & \
\text { Weights } &0.33 & 0.67 \
\hline\text {Standard}\
 \text {Deviation}& 0.5 & 0.6\
\hline
\end{array}$

A)6.25%
B)25%
C)35%
D)55%
E)57.5%

Consider the Data Provided in the Table Below for a Portfolio