Question
Consider a portfolio with expected return of 15% and variance of 10%.The T-bill return 3%? Would you add a new asset class to the portfolio
Consider a portfolio with expected return of 15% and variance of 10%.The T-bill return 3%? Would you add a new asset class to the portfolio if the class has a predicted Sharpe ratio of 0.30 and a predicted correlation with existing portfolio of 0.7?
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Small Business Management Launching and Growing New Ventures
Authors: Justin Longenecker, Leo Donlevy, Terri Champion, William Petty, Leslie Palich, Frank Hoy
6th Canadian edition
176532218, 978-0176532215
