=8.8. Reconsider the portfolio selection example given in Section 8.2. A fourth stock (stock 4) now has
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=8.8. Reconsider the portfolio selection example given in Section 8.2. A fourth stock (stock 4) now has been found that gives a good balance between expected return and risk. Using the same units as in Table 8.2, its expected return is 17% and its risk is 18%. Its joint risk per stock with stocks 1, 2, and 3 is 0.015, 0.025, and 0.003, respectively.
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Introduction To Management Science A Modeling And Case Studies Approach With Spreadsheets
ISBN: 9780078096600
4th Edition
Authors: Frederick S. Hillier And Mark S. Hillier
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