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sorry David, I'm not finish my calculation. I thought the answer will be different If 10 and 20 entered in the different place. I wasn't careful. I have more questions..., do you have practice questions for Foundations? I just want to test my self with foundations material. Thank you David!- agushn07
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- Forum: P1.T1. Foundations of Risk (20%)
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Hi, I just want to quote your example on page 29 (foundations study notes) below : For example, assume that portfolio (P) has a standard deviation of 20% and the index benchmark (B) has a standard deviation of 10%. Further, assume the correlation between the portfolio and the benchmark is...- agushn07
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- Forum: P1.T1. Foundations of Risk (20%)