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Bir yatrmcnn yatrm yapacak 100.000 dolar olduunu varsayalm. Yatrmc, %25 risksiz hazine bonosu (%5 getiri oran) ve %75 riskli varlklardan oluan bir portfy oluturmay semitir.

Bir yatrmcnn yatrm yapacak 100.000 dolar olduunu varsayalm. Yatrmc, %25 risksiz hazine bonosu (%5 getiri oran) ve %75 riskli varlklardan oluan bir portfy oluturmay semitir. Tm portfyn riskli ksm, sfr kovaryansl %50 hisse senedi (%10 beklenen getiri oran ve %25 standart sapma) ve %50 tahvilden (%6 getiri oran ve %12 standart sapma) oluur. Tm portfyn beklenen getiri oran ve standart sapmas nedir?

A)%7,25, %10,40

B)%7,50, %10,60

C)%7,25, %10,00

D)%7,75, %10,40

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