Calculate the standard deviation of a portfolio consisting of 40 percent stock X and 60 percent...
Calculate the standard deviation of a portfolio consisting of 40 percent stock X and 60 percent stock Y.
Round to the nearset hundredth percent. Answer in the percent format. Do not include % sign in your answer (i.e. If your answer is 4.33%, type 4.33 without a % sign at the end.)
| Company | Beta | Expected Return | Variance | Covariance |
|---|---|---|---|---|
| X | 1.8 | 0.18 | 0.30 | COVX,Y = 0.080 |
| Y | 2.6 | 0.22 | 0.04 |
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