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- 2/5/11
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You have an equally weighted portfolio composed of 2 managers; one has 20% volatility, the other 30%. They have a 40% correlation. What is the volatility of the portfolio, using standard assumptions? Give one reason why these standard assumptions can be discussed.
Can u please tell me what are the standard assumptions made in calculating the volatility. I thought it is a simple math problem.
Can u please tell me what are the standard assumptions made in calculating the volatility. I thought it is a simple math problem.