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Consider now a gold fund with an expected risk premium of only 1%, a standard deviation of 15%, and a correlation of 20% with the
- Consider now a gold fund with an expected risk premium of only 1%, a standard deviation of 15%, and a correlation of 20% with the equity fund. Use Excel to tabulate and plot the investment opportunity set of the two funds (the equity fund and the gold fund). Use investment proportions for the equity fund of -100% to 200% in increments of 1%.
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Financial Management Theory And Practice
Authors: Eugene F. Brigham, Michael C. Ehrhardt
10th Edition
0030329922, 9780030329920
