Choose one portfolio (A or B) to invest considering risk and return relationship. Each portfolio has 2 assets. Please use montly return data of each
| Choose one portfolio (A or B) to invest considering risk and return relationship. Each portfolio has 2 assets. Please use montly return data of each asset and weight in the porfolio . You are risk averse. Monthly return data |
| Monthly return data | Asset 2 |
| 50% | 10% |
| 60% | 90% |
| 70% | 30% |
| Weight of Asset 1 = 0.4 | |
| Portfolio B | |
| Asset 3 | Asset 4 |
| 50% | 20% |
| 80% | 70% |
| 70% | 10% |
| Weight of Asset 3 = 0.5 | |
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Authors: George H. Pink, Paula H. Song
8th Edition
1640551093, 978-1640551091
