e. Suppose an investor wants the same return as the above portfolio (part d) but invests only
Question:
e. Suppose an investor wants the same return as the above portfolio
(part
d) but invests only in the risk- free asset and a portfolio composed of equal weights of Xirkind and Yirkind stocks. What will be the standard deviation of the returns of his portfolio? How do you explain the difference in standard deviations between this question and in part d?
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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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