Question
2. Construct a riskless portfolio with securities H and K with the following expected returns, standard deviations and correlation coefficient (Hint: see Ch 8 Introduction
2. Construct a riskless portfolio with securities H and K with the following expected returns, standard deviations and correlation coefficient (Hint: see Ch 8 Introduction to the Economics of the Financial Markets including p.199)
EH= .08
H= .04
EK= .01
K= .08
= -1
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Financial Analysis With Microsoft Excel
Authors: Timothy R. Mayes
9th Edition
0357442059, 9780357442050
