2. Using the data from exercise 1, suppose you bought and held a portfolio composed of 50%...

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2. Using the data from exercise 1, suppose you bought and held a portfolio composed of 50% American Airlines

(AA) and 50% Sears (S) stock and held it throughout this period. Compute the following statistics for this portfolio:

a. Average monthly return

b. Standard deviation(σ) of monthly return

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Financial Modeling

ISBN: 9780262024822

2nd Edition

Authors: Simon Benninga

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Question Posted: Oct 17, 2024 11:02 AM

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2. Using the data from exercise 1, suppose you bought and held a portfolio composed of 50%...

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Financial Modeling

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