Assume you have two asset classes A and B. Asset A gives you a return of 7%

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Assume you have two asset classes A and B. Asset A gives you a return of 7% and has a standard deviation of 18%. Asset B gives you a return of 13% and a standard deviation of 27%. The ρA, B

= 0.65. Suppose you divide your money equally among these two assets. What is the expected return and standard deviation of the portfolio?

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Strategic Financial Planning Over The Lifecycle A Conceptual Approach To Personal Risk Management

ISBN: 9780521148030

1st Edition

Authors: Narat Charupat, Huaxiong Huang, Moshe A. Milevsky

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Question Posted: Jun 14, 2024 01:04 AM

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Assume you have two asset classes A and B. Asset A gives you a return of 7%

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Strategic Financial Planning Over The Lifecycle A Conceptual Approach To Personal Risk Management

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