A portfolio has two stocks with equal weighting. The variance of returns for each stock is 100 percent squared, and the covariance is 50 percent squared. The portfolio standard deviation of returns is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
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A portfolio has two stocks with equal weighting. The variance of returns for each stock is 100 percent squared, and the covariance is 50 percent squared. The portfolio standard deviation of returns is closest to:
