Page 41 - FINAL CFA I SLIDES JUNE 2019 DAY 11
P. 41

LOS 41.e: Calculate and interpret                    Session Unit 12:
             portfolio standard deviation., p.33                  41. Portfolio Risk and Return: Part 1


















                                                                                                 Assuming correlation = 1!
                                                         tanties







                                                                                       Simply weighted
                                                                                       average of SDs
   36   37   38   39   40   41   42   43   44   45   46