Question
Consider the following data for assets A and B: r A = 10%, r B = 19%, A = 3%, B = 5%, bA =
Consider the following data for assets A and B: r A = 10%, r B = 19%, A = 3%, B = 5%, bA = 0.6, bB = 1.4, rAB = 0.4. Calculate the expected return, variance, and beta of a portfolio constructed by investing 1/3 of your funds in asset A and 2/3 in asset B.
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Emerging Markets And The Global Economy A Handbook
Authors: Mohammed El Hedi Arouri, Sabri Boubaker, Duc Khuong Nguyen
1st Edition
0124115497, 978-0124115491
