12. (Stock characteristics to match portfolio target return, challenging) Your client asks you to create a two-
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12. (Stock characteristics to match portfolio target return, challenging) Your client asks you to create a two- stock portfolio having an expected return of 15%
and standard deviation of 25%. The client specifies that the portfolio must include 60% of the stock “Merlyn” (named for her beloved mother…) which has an expected return of 13% and a standard deviation of 20%.
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Related Book For
Principles Of Finance With Excel
ISBN: 9780190296384
3rd Edition
Authors: Simon Benninga, Tal Mofkadi
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