Question
Assume there are two investment opportunities as follows: Investment 1 Investment 2 Expected return 4% 4% Standard deviation 23% 25% The investment opportunities have a
Assume there are two investment opportunities as follows:
| Investment 1 | Investment 2 | |
| Expected return | 4% | 4% |
| Standard deviation | 23% | 25% |
The investment opportunities have a correlation of 0.7 and the risk-free rate is 1%. What is the weight of Investment 2 in the tangent portfolio? Round your answer to two decimal places.
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Dropshipping Master The Art Of Product Research And Find The Most Profitable Private Label Items Across Amazon For Amazon Fba And Amazon Fulfillment And Maximizing Your Profits On Your Shopify Store
Authors: Income Mastery
1st Edition
1699430594, 978-1699430590
