Question
Calculate the mean (average return), variance and standard deviation of a portfolio consisting of 60% in A and 40% in B. Show your work in
Calculate the mean (average return), variance and standard deviation of a portfolio consisting of 60% in A and 40% in B. Show your work in detail.
| Security | Return | Standard Deviation | Allocation | Correlation |
|
A |
12% |
16% |
60% |
Correlation Between A and B = 0.70 |
|
B |
8% |
10% |
40% |
And fill out the table below for your answers
| Investment | Return | Risk |
| A |
|
|
| B |
|
|
| Portfolio |
|
|
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Carbon Markets Or Climate Finance?
Authors: Axel Michaelowa
1st Edition
0415743435, 978-0415743433
