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The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors Inc and 40 percent invested in Down Co are the following 3 Doors Inc Down Co Expected

The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc., and 40 percent invested in Down Co. are the following:

  3 Doors, Inc.   Down Co.
  Expected return, E(R) 11 %   12 %
  Standard deviation, s 54     40  
 

What is the standard deviation if the correlation is +1? 0? -1? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)

   
Correlation +1 %
  Correlation 0    %
  Correlation -1 %
 
 

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Apr 08 2020 Read more Less More

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