Question
A U.S. MNC invests 60% Of their funds in U.S. projects with an expected annual return of 20% and a standard deviation of 10%. This
A U.S. MNC invests 60% Of their funds in U.S. projects with an expected annual return of 20% and a standard deviation of 10%. This U.S. MNC invests 40% of their funds in foreign projects with an expected annual return of 30% and a standard deviation of 15%. If the correlation coefficient is 0.5. What is the portfolio standard deviation?
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Investment Analysis and Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
10th Edition
538482109, 1133711774, 538482389, 9780538482103, 9781133711773, 978-0538482387
