Reading 50: An Introduction to Portfolio Management - LOS black, Stock, style, white, standard

mayanfang1

Q16. Stock A has a standard deviation of 0.5 and Stock B has a standard deviation of 0.3. Stock A and Stock B are perfectly positively correlated. According to Markowitz portfolio theory how much should be invested in each stock to minimize the portfolio's standard deviation?

A)   30% in Stock A and 70% in Stock B.

B)   50% in Stock A and 50% in Stock B.

C)   100% in Stock B.

kenny_chan_chan

thx

ling007

thx

petitemango

 b

seraphiris0116

thanks

echopapa

thx

jiahow

thks

giraffe_lisa

???

scofield1985

D

jc1188

d