QUESTIONS 115 THROUGH 120 RELATE TO PORTFOLIO MANAGEMENT.

6. - MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM MORNING 2013
MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM MORNING 2013

6.2%. If the correlation of these two investments is 0.5, the portfolio standard deviation is closest

to:

A. 6.45%.

B. 7.90%.

C. 9.13%.