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An investor wants to create a risk-free portfolio with stocks S and Q. These two securities are perfectly negatively correlated. Following are the details of
An investor wants to create a risk-free portfolio with stocks S and Q. These two securities are perfectly negatively correlated. Following are the details of stocks S and Q: S Q Expected Return 8% 20% Standard deviation 6% 17% What should be the percentage of the investment in stock S and what is the expected return of the portfolio
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Risk Management And Financial Institutions
Authors: John C Hull
6th Edition
1119932483, 9781119932482
