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E(R) = 10 E() = 10 W = 50 E(R2) = 20 E(02) = 20 W = 50 correlation coefficient = 0 (p(1.2) = 0)
E(R) = 10 E() = 10 W = 50 E(R2) = 20 E(02) = 20 W = 50 correlation coefficient = 0 (p(1.2) = 0) The expected return for the above portfolio is: .18 (18%) 0.15 (15%) 0.10 (10%) .20 (20%)
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Handbook Of Key Global Financial Markets Institutions And Infrastructure
Authors: Gerard Caprio
1st Edition
0123978734, 9780123978738
