Question
Consider the following portfolio with risky assets Asset1 and Asset2. Expected Standard Inputs Return Deviation Risky Asset 1 14.0% 20.0% Risky Asset 2 8.0% 15.0%
Consider the following portfolio with risky assets Asset1 and Asset2.
| Expected | Standard | |
| Inputs | Return | Deviation |
| Risky Asset 1 | 14.0% | 20.0% |
| Risky Asset 2 | 8.0% | 15.0% |
| Correlation | 23.0% |
From the given choices for the allocation weight of Asset1, which one results in the most efficient portfolio?
Group of answer choices
32%
32%
20%
30%
28%
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The Handbook Of Alternative Assets
Authors: Peter Temple
1st Edition
161477076X, 978-1906659219
