There are two risky returns, r1 and r2. r1 has an expected return of 0.18 and standard
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There are two risky returns, r1 and r2. r1 has an expected return of 0.18 and standard deviation 0.27. r2 0.1 and 0.2. An investor wants to hold a portfolio of r1 and r2 in such a way that the portfolio expected return is 0.14.
Then in the worst situation, his portfolio standard deviation will be :
Related Book For
Fundamentals of Financial Management
ISBN: 978-1305635937
Concise 9th Edition
Authors: Eugene F. Brigham
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