An equally weighted portfolio consists of two securities, each with a standard deviation of 3%. If the two securities' returns are uncorrelated, the portfolio's standard deviation is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
Get started today
Ultimate access to all questions.
Comments
Loading comments...
An equally weighted portfolio consists of two securities, each with a standard deviation of 3%. If the two securities' returns are uncorrelated, the portfolio's standard deviation is closest to: