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Chapter 6: Risk and Project Appraisal or Chapter 7: Portfolio Theory or Chapter 8: CAPM and Multi-Factor Models. Please solve as soon as possible, I
Chapter 6: Risk and Project Appraisal or Chapter 7: Portfolio Theory or Chapter 8: CAPM and Multi-Factor Models. Please solve as soon as possible, I need this. In 10 or 20 minutes.
- Given the following expected returns and standard deviations for shares X and Y, what is the expected return and standard deviation for a period composed of 60 per cent the X and 40 per cent of Y, assuming X and Y have a perfect negative correlation.
RX=30%, RY=20%, X=14%, Y=22%
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