Home / Questions / The expected return and standard deviation of a portfolio that is 60 percent invested in 3...
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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