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Consider the following variance-covariance matrix between returns on Stock A and Stock B. What is the minimum return standard deviation on a portfolio one can
Consider the following variance-covariance matrix between returns on Stock A and Stock B. What is the minimum return standard deviation on a portfolio one can get by combining the two stocks? Buying on margin and short-selling are allowed. Variance-Covariance Matrix Stock A Stock B Stock A 0.04 0.03 Stock B 0.03 0.09
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The Investment Writing Handbook
Authors: Assaf Kedem
1st Edition
1119356725, 978-1119356721
