Question
Asset As returns have a standard of 0.12 while asset Bs have a standard deviation of 0.07. (These are expressed as a decimal) The covariance
Asset As returns have a standard of 0.12 while asset Bs have a standard deviation of 0.07. (These are expressed as a decimal) The covariance of returns is 0. If we invest half of our funds into asset A and half into asset B to form a portfolio, what will the standard deviation of returns of this portfolio be? Enter your answer as a decimal to 4 decimal places. If you think the answer is 0.12345 (12.345%), enter 0.1235
Asset A's returns have a standard of 0.12 while asset B's have a standard deviation of 0.07 . (These are expressed as a decimal) The covariance of returns is 0 . If we invest half of our funds into asset A and half into asset B to form a portfolio, what will the standard deviation of returns of this portfolio be? Enter your answer as a decimal to 4 decimal places. If you think the answer is 0.12345(12.345%), enter 0.1235 Step by Step Solution
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Sport Finance
Authors: Gil Fried, Steven Shapiro, Timothy D. Deschriver
2nd Edition
0736067701, 978-0736067706
