Question
Fill the missing fields Probability Bond A expected return B ond B expected return 0,20 2,0% -1,0% 0,20 6,0% -3,0% 0,15 9,0% 1,0% 0,15 -2,0%
- Fill the missing fields
| Probability | Bond A expected return | Bond B expected return |
| 0,20 | 2,0% | -1,0% |
| 0,20 | 6,0% | -3,0% |
| 0,15 | 9,0% | 1,0% |
| 0,15 | -2,0% | 5,0% |
| 0,30 | -4,0% | 7,0% |
| A expected average return |
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| B expected average return |
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| A risk |
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| B risk |
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| Covariation between A and B |
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| Correlation coefficient between A and B |
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| Portfolio risk, 30 (A) -70 (B) weights |
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Public Finance
Authors: Harvey S. Rosen
3rd Edition
0256083762, 978-0256083767
