Question
A portfolio consists of three assets with the below proportions and returns. What is the expected return on the portfolio? Asset A is 20% of
A portfolio consists of three assets with the below proportions and returns. What is the expected return on the portfolio?
Asset A is 20% of the portfolio and is expected to return 12.5%
Asset B is 45% of the portfolio and is expected to return 14%
Asset C is 35% of the portfolio and is expected to return 15%
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Modern Portfolio Theory and Investment Analysis
Authors: Edwin Elton, Martin Gruber, Stephen Brown, William Goetzmann
9th edition
9781118805800, 1118469941, 1118805801, 978-1118469941
