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Business, 22.04.2020 04:06 lineaeriksen

Assume that the standard deviation of the U. S. market portfolio is 18.2%, the standard deviation of the world portfolio is 17.1%, and the correlation between the U. S. and nonU. S. market portfolios is .47. Suppose you invest 25% of your money in the U. S. stock market and the other 75% in the nonU. S. portfolio. What is the standard deviation of your portfolio?

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Assume that the standard deviation of the U. S. market portfolio is 18.2%, the standard deviation of...
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