[Fin525sp09] mid term #8

Mark Barnick mark.barnick at gmail.com
Tue Apr 28 11:15:32 CDT 2009


Prof. Gehr,

Can you please help me with figuring out how to do problem #8 on the sample
midterm?  I don't know where I am going wrong.  If we have the weights,
standard deviations, and the correlation between the 2 securities, I would
think finding the stan dev. of the portfolio would be easily calculated.
However, I must be missing a step or multiple steps.  Can you please advise
me on this problem please?  Thanks.

-Mark
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