Question
Consider a risk-free asset with a return of 4% and a risky asset with an expected return of 12% and volatility of 16%. What is
Consider a risk-free asset with a return of 4% and a risky asset with an expected return of 12% and volatility of 16%. What is the volatility of a portfolio made up of these two assets with expected return 10%?
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Financial Decisions And Markets A Course In Asset Pricing
Authors: John Y. Campbell
1st Edition
0691160805, 978-0691160801
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