Question
Asset (A) E(RA)=12% (A)=6% Asset (B) E(RB)=18% (GB) = 16% WA = 60% WB = 40% COVA,B = 0.00672 What is the expected return
Asset (A) E(RA)=12% (A)=6% Asset (B) E(RB)=18% (GB) = 16% WA = 60% WB = 40% COVA,B = 0.00672 What is the expected return of a portfolio of two risky assets if the expected return E(Ri), standard deviation (ai), covariance (COVI,j), and asset weight (Wi) are as shown above? and round to two decimal places (Ex. 0.00%)
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Corporate Finance
Authors: Jonathan Berk and Peter DeMarzo
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978-0132992473, 132992477, 978-0133097894
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