Question
Asset A has an expected return of 10.67% and a standard deviation in expected returns of 16.36%. Asset B has an expected return of 6.33%
Asset A has an expected return of 10.67% and a standard deviation in expected returns of 16.36%.
Asset B has an expected return of 6.33% and a standard deviation in expected returns of 7.36%.
Suppose a portfolio is invested 75% in Asset A and 25% in Asset B. The variance of the portfolio = 0.01991
What is the correlation coefficient in expected returns between Asset A and Asset B?
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Contemporary Business Mathematics with Canadian Applications
Authors: S. A. Hummelbrunner, Kelly Halliday, Ali R. Hassanlou, K. Suzanne Coombs
11th edition
134141083, 978-0134141084
