In: Finance
Calculate the standard deviation of this portfolio for each of the cases
X | Y | ||||
St.d. | 0,35 | 0,15 | Var(Rx) | ||
Weight | 0,75 | 0,25 | Var(Ry) | ||
Correlation | Covariance | ||||
a | 1 | 0,0525 | |||
b | 0,5 | 0,02625 | |||
c | 0 | 0 | |||
d | -0,5 | -0,02625 | |||
e | -1 | -0,0525 | |||
Please refer to below spreadsheet for calculation and answer. Cell reference also provided.
Cell reference -