Crowdly
Add to Chrome
A portfolio consists of 20% Pioneer Limited shares and 80% Sigma Limited shares....
✅ The verified answer to this question is available below. Our community-reviewed solutions help you understand the material better.
A portfolio consists of 20% Pioneer Limited shares and 80% Sigma Limited shares. The correlation between Pioneer shares and Sigma shares is 0.9. Calculate the portfolio standard deviation if the standard deviation on Pioneer shares and Sigma shares are 28% and 16%, respectively.
0%
0%
0%
0%