A portfolio has 305 of its value in IBM shares and the rest in Microsoft (M5T) The standard
deviation of IBM and MSFT Tare 35% and 30%, respectively, and the correlation between IBM
and MSFT is 0.3 . What is the standard deviation of the partfolio?.
A portfolio has 305 of its value in IBM shares and the rest in Micros.pdf
1. A portfolio has 305 of its value in IBM shares and the rest in Microsoft (M5T) The standard
deviation of IBM and MSFT Tare 35% and 30%, respectively, and the correlation between IBM
and MSFT is 0.3 . What is the standard deviation of the partfolio?