In Problem 12, what are the expected return and standard deviation on the minimum variance portfolio?
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In Problem 12, what are the expected return and standard deviation on the minimum variance portfolio?
The expected return is the profit or loss an investor anticipates on an investment that has known or anticipated rates of return (RoR). It is calculated by multiplying potential outcomes by the chances of them occurring and then totaling these...
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Fundamentals of Investments Valuation and Management
ISBN: 978-0077283292
5th edition
Authors: Bradford D. Jordan, Thomas W. Miller
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