An analyst gathers the following information about two assets: | Asset | Expected Return | Standard Deviation of Returns | |-------|-----------------|-------------------------------| | 1 | -5% | 5% | | 2 | 5% | 8% | If the correlation between the two assets' returns is -1, the standard deviation of returns for an equally weighted portfolio of the assets is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz

An analyst gathers the following information about two assets:

Asset Expected Return Standard Deviation of Returns
1 -5% 5%
2 5% 8%

If the correlation between the two assets' returns is -1, the standard deviation of returns for an equally weighted portfolio of the assets is closest to:

Asset	Expected Return	Standard Deviation of Returns
1	-5%	5%
2	5%	8%

Exam-Like

Community

LLeetQuiz

Chartered Financial Analyst Level 1

Get started today

Comments

An analyst gathers the following information about two assets:

Asset Expected Return Standard Deviation of Returns
1 -5% 5%
2 5% 8%

If the correlation between the two assets' returns is -1, the standard deviation of returns for an equally weighted portfolio of the assets is closest to:

Chartered Financial Analyst Level 1

Get started today

Comments

An analyst gathers the following information about two assets: AssetExpected ReturnStandard Deviation of Returns1-5%5%25%8% If the correlation between the two assets' returns is -1, the standard deviation of returns for an equally weighted portfolio of the assets is closest to:

An analyst gathers the following information about two assets:

Asset Expected Return Standard Deviation of Returns
1 -5% 5%
2 5% 8%

If the correlation between the two assets' returns is -1, the standard deviation of returns for an equally weighted portfolio of the assets is closest to: