Question
Assume that you set up a portfolio composed of Stock A and Stock B. You invested 40% of your capital on Stock A whereas 60%
Assume that you set up a portfolio composed of Stock A and Stock B. You invested 40% of your capital on Stock A whereas 60% of your capital on Stock B. During the last 3 years, your portfolio showed the following performance.
|
| Stock A | Stock B |
| 2016 | 0.1 | -0.1 |
| 2017 | 0.2 | 0 |
| 2018 | 0.3 | 0.4 |
What are your average portfolio return and risk (standard deviation or variance) during last three years? (20 points)
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The Certified Lease And Finance Professionals Handbook
Authors: Deborah Reuben, Certified Lease & Finance Professionals, Equipment Finance Industry Experts
6th Edition
171743388X, 978-1717433886
