Question
Asset A earns 5.2%, -0.8%, 9.1%, or 5.3% in states 1 through 4. Asset B earns 1.3%, -9.7%, 0.4%, or 1.4%. Asset A 5.2% -0.8%
Asset A earns 5.2%, -0.8%, 9.1%, or 5.3% in states 1 through 4. Asset B earns 1.3%, -9.7%, 0.4%, or 1.4%. Asset A 5.2% -0.8% 9.1% 5.3% Asset B 1.3% -9.7% 0.4% 1.4% What is the standard deviation for a portfolio AB that invests 37% in A and (1-37%) in B?
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The Theory Of Stock Speculation
Authors: Arthur Crump
1st Edition
B00AKTZONO
