Question
A Palestinian investor decides to hold a portfolio with 80% invested in the S&P 500 stock index and 20% in the MSCI market index. The
A Palestinian investor decides to hold a portfolio with 80% invested in the S&P 500 stock index and 20% in the MSCI market index. The expected return is 9.93% for the S&P 500 and 18.20% for MSCI index. The risk (SD) is 16.21% for the S&P 500 and 33.11% for the MSCI. What will be the portfolio expected return and risk given that the covariance between the S&P 500 and MSCI is 0.5 precent or 0.0050.
The portfolio expected return is
A Palestinian investor decides to hold a portfolio with 80% invested in the S&P 500 stock index and 20% in the MSCI market index. The expected return is 9.93% for the S&P 500 and 18.20% for MSCI index. The risk (SD) is 16.21% for the S&P 500 and 33.11% for the MSCI. What will be the portfolio expected return and risk given that the covariance between the S&P 500 and MSCI is 0.5 precent or 0.0050.
The portfolio expected return is
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FinTech In Islamic Financial Institutions Scope Challenges And Implications In Islamic Finance
Authors: M. Kabir Hassan , Mustafa Raza Rabbani , Mamunur Rashid
1st Edition
3031149408,3031149416
