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A market consists of 100 stocks. All the stocks have mean return of 20% and risk 10%. The returns of the stocks are independent. a)
A market consists of 100 stocks. All the stocks have mean return of 20% and risk 10%. The returns of the stocks are independent. a) Find the weights of the portfolio of these stocks with the minimum possible risk and calculate the risk of this portfolio Step by Step Solution
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Mutual Fund Industry Handbook
Authors: Gremillion
1st Edition
0471736244, 978-0471736240
