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Assume you have two assets in your portfolio, A and B. You invested 100,000TL in Asset A and 50,000TL in B. The expected returns of
Assume you have two assets in your portfolio, A and B. You invested 100,000TL in Asset A and 50,000TL in B. The expected returns of the assets are 20% for A and 10% for B. Also the standard deviations of the assets are 30% for A and 10% for B. The correlation coefficient between the assets is (-0.40). Find the exp return and the standard deviation of the portfolio. E(Rp) = 16.67 and Std Dev 13.9 B E(Rp) = 17.8 and Std Dev 13.4 E(Rp)= 11.2 and Std Dev 19 D E(Rp) = 16.67 and Std Dev 18.9
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