What is standard deviation of the portfolio

Assignment Help Financial Management

Reference no: EM131356876

A portfolio has 30% of its value in IBM SHARES and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 40% and 30%, respectively, and the correlation between IBM and MSFT IS -0.5. What is the standard deviation of the portfolio?

Reference no: EM131356876

Questions Cloud

Find a merchandising business on the internet : How can e-mail be adapted to a more structured form to aid in capturing business event data?- Find a merchandising business on the Internet.

What should the one-year maturity futures price be : Suppose the value of the S&P 500 Stock Index is currently $2,050. If the one-year T-bill rate is 5.5% and the expected dividend yield on the S&P 500 is 5.0%. what should the one-year maturity futures price be?

Identify a business venture : Identify a business venture that you believe could be successful solely using the Internet. Explain how you would design your Web page, how you would capture business event data, and the mode of processing you would use.

Explain the role that inductive and deductive reasoning play : Discuss the process that must be taken to make the decision. Explain the role that inductive and deductive reasoning play in the decision-making process. Analyze how emotion and culture affected the process

What is standard deviation of the portfolio : A portfolio has 30% of its value in IBM SHARES and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 40% and 30%, respectively, and the correlation between IBM and MSFT IS -0.5. What is the standard deviation of the portfolio?

Are you aware of all of the information that is out there : CS204:All of the information that is available on the internet about you can be used to help form or destroy your professional presence. It may be something that you have entered yourself or a friend or family member has posted on a social network..

How companies set up communications over the internet : How companies set up communications over the Internet to maintain the same security and standardization that are achieved using value-added networks for non-Internet EDI.

What is equivalent annual cost : You are considering whether to take a two-year or a three-year membership in a local health club. The two-year membership has an initial fee of $40, and then an annual fee of $50 at the end of each of the next two years. The three-year membership has..

Why have mobile devices given consumers power in marketplace : Why have mobile devices given consumers more power in the marketplace? Discuss the digital business model? Explain the Internet of Things. What is a potential impact of the Internet of things on the health-care industry?

User Account

All Pages