Question
Compute the return and volatility of an equally-weighted portfolio composed by assets B, V and W. Return B V W 12% B 0.0024 0.0100 0.0000
Compute the return and volatility of an equally-weighted portfolio composed by assets B, V and W.
| Return | B | V | W | |
| 12% | B | 0.0024 | 0.0100 | 0.0000 |
| 7% | V | / | 0.0100 | 0.0030 |
| 5% | W | / | / | -0.0017 |
Select one:
a. Ret: 8.00%; volatility: 3.20%
b. Ret: 8.00%; volatility: 2.90%
c. Ret: 8.00%; volatility: 6.39%.
d. No Answer
e. Ret: 9.00%; volatility: 5.80%
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Warren Buffetts Ground Rules Words Of Wisdom From The Partnership Letters Of The Worlds Greatest Investor
Authors: Jeremy C. Miller
1st Edition
0062415565,0062415573
