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Duter Styles Part IV: Portfolio investment (3 points) You have the opportunity to invest in two different assets to constitute a portfolio with the
Duter Styles Part IV: Portfolio investment (3 points) You have the opportunity to invest in two different assets to constitute a portfolio with the following data. R =4.38 =24.33 = R, 6.25 =42.74 R, = 0.88 01,2002P12 = (4.93) (6.54)(0.21)=6.77 1) What is the optimal international portfolio? 2) What are the expected return and risk of the optimal portfolio? 3) What is the Sharpe performance of the optimal portfolio? I
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Public Finance A Contemporary Application of Theory to Policy
Authors: David N Hyman
11th edition
9781305474253, 1285173953, 1305474252, 978-1285173955
