Question
Asset A has an expected return of 5% and a volatility of 13%. Asset B has an expected return of 27% and a volatility of
Asset A has an expected return of 5% and a volatility of 13%. Asset B has an expected return of 27% and a volatility of 25% . The correlation between Asset A and Asst B is -1. If an investor wants a return of 18%, then ____% of their portfolio should be in Asset A. enter your answer to 4 decimals in the form 0.xxxx
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Financial Management In The Sport Industry
Authors: Matthew T Brown, Daniel Rascher, Mark S Nagel, Chad Mcevoy
1st Edition
1934432040, 978-1934432044
