Question
Expected Return Standard Deviation Stock fund ( S ) 14% 34% Bond fund ( B ) 5% 28% The correlation between the fund returns is
| Expected Return | Standard Deviation | |
| Stock fund (S) | 14% | 34% |
| Bond fund (B) | 5% | 28% |
The correlation between the fund returns is .0214.
What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.)
| Expected return | % |
| Standard deviation | % |
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Real Estate Finance
Authors: Wolfgang Breuer, Claudia Nadler
2012th Edition
3834934496, 978-3834934499
