What is the standard deviation

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Question - More Portfolio Variance - 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%

10%

Standard deviation, σ

44

33

What is the standard deviation if the correlation is +1? 0? -1?

Reference no: EM133110900

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