Answered step by step

Verified Expert Solution

Link Copied!

Question

1 Approved Answer

Posted on Jul 23, 2024

an investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20% while

an investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20% while the standard deviation of stock b is 5%. The correlation coefficient between the retune on A and B is 0%. The standard deviation of return on the minimum variance portfolio is __________

Step by Step Solution

There are 3 Steps involved in it

Step: 1

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

Step: 3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Health Care Finance And The Mechanics Of Insurance And Reimbursement

Authors: Michael K. Harrington

2nd Edition

1284169030, 978-1284169034

More Books

Students also viewed these Finance questions

Question

★★★★★

Give the complete systematic name for each structure. (a) (b) (c) (d) HOCH, O OCH CH2OH OH H OCH CHO HO OH OH CH OH.O OH CH,OHo NH CH3

Answered: 1 week ago

Question

★★★★★

What types of investments might you make for tax purposes?

Answered: 1 week ago

Question

★★★★★

4. Be playful with younger children: Use a dramatic voice, sensational hat, or clapping game (S. A. Miller, 2005).

Answered: 1 week ago

Question

★★★★★

This chapter discussed many inputs to an organizations sales process. What are the specific data items needed to add a new customer and record a sales order?

Answered: 1 week ago

Question

★★★★★

If a company paid $42000 for 12 months of rent on August 1,2022 , what is the value of the adjusting entry that was made to recognize prepaid rent expense that had expired during the year

Answered: 1 week ago

Question

★★★★★

Consolidating an International Subsidiary, Year of Acquisition On February 1, 2016, Pathway Inc., a U.S. company, acquired all of the outstanding shares of Superbarn Supermarkets, an Australian...

Answered: 1 week ago

Question

★★★★★

4. A three particle system consist of masses m, and coordinates (x1,X2,X3) as follows: (b,0,b) (b,b,0) m=2m m=m m3=2m (-b,b,0) Find the inertia tensor, principal axes, and principal moments of...

Answered: 1 week ago

Question

★★★★★

Luke Corporation produces a variety of products, each within their own division. Last year, the managers at Luke developed and began marketing a new chewing gum, Bubbs, to sell in vending machines....

Answered: 1 week ago

Question

★★★★★

The demand curve for product X is given by: Qd X = 500 5PX and the supply curve is given by: QS X = 10PX (a) What is the function for inverse demand? What is the function for inverse supply? (b) What...

Answered: 1 week ago

Question

★★★★★

Scenario update As a proof of concept in the TSA Meats network build project the network architect that you demonstrate how the final network would operate with the aid of the network emulation tool...

Answered: 1 week ago

Question

★★★★★

Use the following distribution to estimate the percentage of light bulbs having a life less than 2500 hours. Hours of life' of light bulbs 0 1000 4000 5000 2000 3000 hours A. 20% B. 50% C. 5% D. 80%

Answered: 1 week ago

Question

★★★★★

In 1980, approximately 20% of adults aged 18-34 were considered minorities, reporting their ethnicity as other than nonHispanic white. By the end of 2013, that percentage had more than doubled. How...

Answered: 1 week ago

Question

★★★★★

Identify examples of you-language in this conversation. How would you change it to I-language?

Answered: 1 week ago

Question

★★★★★

How does nonverbal communication express cultural values?

Answered: 1 week ago

Question

★★★★★

Tootsie remains one of the best fi lms ever made depicting gendered nonverbal communication. View the fi lm, and notice how lead actor Dustin Hoffman changes his nonverbal behaviors when he is...

Answered: 1 week ago

Previous Question Next Question