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1. Let R1 and R2 be the returns for two securities with E(R1)=0.08 and E(R2)=0.03,VAR(R1)=0.2, VAR(R2)=0.05 and COV(R1,R1)=0.1. Find the standard deviation of a portfolio
1. Let R1 and R2 be the returns for two securities with E(R1)=0.08 and E(R2)=0.03,VAR(R1)=0.2, VAR(R2)=0.05 and COV(R1,R1)=0.1. Find the standard deviation of a portfolio that is 50% in security 1 and 50% in security 2 Step by Step Solution
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Brilliant Book Keeping How To Keep Your Business Efficient And Cost Effective
Authors: Martin Quinn
1st Edition
0273731785,0273746707
