Gunning''s stock has exhibited a standard deviation

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Gunning's stock has exhibited a standard deviation in returns of 0.5, whereas Avon stock has exhibited a standard deviation of 0.9. The correlation coefficient between the stock return is 0.2. What is the standard deviation of a portfolio composed of 65% Gunning's and 35% Avon? 

 

 

Reference no: EM13865763

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