QUESTIONS 115 THROUGH 120 RELATE TO PORTFOLIO MANAGEMENT

117. - MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM MORNING 2012
MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM MORNING 2012
117. Selected information about shares of two companies is provided below: Standard Correlation PortfolioStock Deviation of Returns

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WeightsCable Incorporated 30% 0.65 68%GPTA Company 20% 32%

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Correlation of returns between Cable Incorporated and GPTA Company The standard deviation of returns of the portfolio formed with these two stocks is closest to: A. 25.04%. B. 26.80%. C. 32.85%.