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10-year annual return Standard deviation Bledsoe Large Company Stock Fund 10.73% 26.73% Bledsoe Bond Fund 8.04% 10.34% Risk-free rate (historic) 3.60% Correlation 0.16 What is
| 10-year annual return | Standard deviation | |
| Bledsoe Large Company Stock Fund | 10.73% | 26.73% |
| Bledsoe Bond Fund | 8.04% | 10.34% |
| Risk-free rate (historic) | 3.60% | |
| Correlation | 0.16 |
What is the minimum variance portfolio given the two funds above?
| Minumum variance portfolio: | |
| Weight of Bledsoe large cap stock fund | |
| Weight of Bledsoe bond fund | |
| Expected return | |
| Variance | |
| Standard deviation |
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An Introduction To Real Estate Finance
Authors: Edward Glickman
1st Edition
0123786266, 9780123786265
