Question
Assume a portfolio which consists of assets A and B with the following set of returns. Probability Asset A Asset B 0.35 0.21 0.25 0.30
Assume a portfolio which consists of assets A and B with the following set of returns.
| Probability | Asset A | Asset B |
| 0.35 | 0.21 | 0.25 |
| 0.30 | 0.12 | 0.14 |
| 0.35 | 0.18 | 0.21 |
If the weight of Asset A is 45%, calculate the expected return and risk of the portfolio.
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Fundamentals Of Corporate Finance
Authors: Richard A. Brealey, Marcus, Alan J, Myers, Stewart C.
2nd Edition
0070074860, 9780070074866
