Suppose 60% of capital is invested in asset 1, with volatility 40% and the rest...

PRMIA 8007 Question Answer

Suppose 60% of capital is invested in asset 1, with volatility 40% and the rest is invested in asset 2, with volatility 30%. If the two asset returns have a correlation of -0.5, what is the volatility of the portfolio?

36%

36.33%

26.33%

20.78%

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Product: 8007
Update on: Jul 29, 2025
Questions: 132

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Suppose 60% of capital is invested in asset 1, with volatility 40% and the rest...

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