What is the standard deviation if the correlation is given

Reference no: EM131971953

Question: 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 %

Reference no: EM131971953

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