Correlation coefficient return related problem.

Tarini

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Aug 26, 2020
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The correlation coefficient of the returns of Infrastructure fund and Sensex is 0.79. The expected returns on Infrastructure fund and Sensex are 10% and 8.5% respectively. If the risk-free rate of return is 5.5% and standard deviation of Sensex's return is 20%, then calculate the standard deviation of the Infrastructure fund.
 
The correlation coefficient of the returns of Infrastructure fund and Sensex is 0.79. The expected returns on Infrastructure fund and Sensex are 10% and 8.5% respectively. If the risk-free rate of return is 5.5% and standard deviation of Sensex's return is 20%, then calculate the standard deviation of the Infrastructure fund.
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I just wanted a solution to the above-mentioned problem. Thanks for your response.
 
I just wanted a solution to the above-mentioned problem. Thanks for your response.
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