PRMIA Exam 8007 Topic 1 Question 34 Discussion

Actual exam question for PRMIA's 8007 exam

Question #: 34
Topic #: 1

I have a portfolio of two stocks. The weights are 60% and 40% respectively, the volatilities are both 20%, while the correlation of returns is 100%. The volatility of my portfolio is

A4%

B14.4%

C20%

D24%

Show Suggested Answer

Suggested Answer: C

by Amber at May 03, 2022, 07:43 PM

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