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5 Re Question: (10 marks) An investor calculates the following statistics on her two stock (A & B) portfolio: Return of Stock A=15% Return of
5 Re Question: (10 marks) An investor calculates the following statistics on her two stock (A & B) portfolio: Return of Stock A=15% Return of Stock B=12% SD of A=20% SD of B-15% Correlation coefficient between A & B=0.32 Weight of Stock A=70% Weight of Stock B=30% What is the portfolio's return and standard deviation
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Handbook Of The Fundamentals Of Financial Decision Making
Authors: Leonard C MacLean, William T Ziemba
1st Edition
9814417343, 978-9814417341
