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A portfollo consists of assets X and Y, which possess the following expected return, risk and weights. {:[ Asset , Expected return (%) , Standard
A portfollo consists of assets X and Y, which possess the following expected return, risk and weights. {:[" Asset "," Expected return (\%) "," Standard Deviation (\%) "," Weight "],[X,24,14,0.65],[Y,16,10,0.35]:} What could be the minimum portfolio standard deviation that could be attained with these two securities? (I mark) A quad0.0031 B quad0.0560 C quad0.0083 D quad0.0920 E None of the above
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Finance Bundling And Finance Transformation
Authors: Frank Keuper, Kai-Eberhard Lueg
1st Edition
3658042109, 978-3658042103
