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Standard deviation risk of resulting international portfolio

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Reference no: EM132956667

Suppose we obtain the following data in dollar terms:

Stock market Return (mean) Risk (SD)

United States 1.03% per month 4.4%

United Kingdom 1.52% per mont 4.02%

The correlation coefficient between the two markets is 0.54. Suppose that you invest equally, i.e., 50% each, in the two markets. Determine the standard deviation risk of the resulting international portfolio (X.XX%)

Reference no: EM132956667

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