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3.Portfolio P consists of 2 assets (b and s). If E(r_b)= 5%, _b=8%, E(r_s)= 10%, _s=19%, the correlation coefficient is 0.2. Then, answer the following
3.Portfolio P consists of 2 assets (b and s). If E(r_b)= 5%, _b=8%, E(r_s)= 10%, _s=19%, the correlation coefficient is 0.2. Then, answer the following four questions.. Single choice. 4.The E(r_p) and the _p are equal to ___ and ___, respectively
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Quantitative Investment Analysis
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
3rd edition
111910422X, 978-1119104544, 1119104548, 978-1119104223
