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Markowitz (1959) derived the general formula for the standard deviation of a portfolio as follows: One might assume it is possible to derive the standard deviation of the portfolio in the same manner, that is, by computing the weighted average of the standard deviations for the individual assets. In Exhibit 2, we showed that the expected rate of return of the portfolio was the weighted average of the expected returns for the individual assets in the portfolio the weights were the percentage of value of the portfolio. Portfolio Standard Deviation Formula Now that we have discussed the concepts of covariance and correlation, we can consider the formula for computing the standard deviation of returns for a portfolio of assets, our measure of risk for a portfolio. This insignificant positive correlation is not unusual for stocks versus bonds during short time intervals such as one year. = 0.109 is not significantly different from zero. That does not mean that they are independent. 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Ek Hota Vidushak (1992) cast and crew credits, including actors, actresses, directors, writers and more. Varsha Usgaonkar Net Worth, Age, Family, Husband, Biography and More. Laxmikant Berde Biography/wiki/biodata/profile/information/Details/Updates/ Latest News/ Personal life /History/ Interview About him Here |
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