Question
Find the expected return and standard deviation of a portfolio which holds $300 in asset A and $700 in asset B. There is a correlation
Find the expected return and standard deviation of a portfolio which holds $300 in asset A and $700 in asset B. There is a correlation of -0.6 between asset A and B. And calculate the Sharpe Ratio for the individual assets and the portfolios Risk free rate is 1.2%
| Asset | Expected Return | Expected Standard Deviation |
| A | 8.3% | 12.1% |
| B | 4.6% | 7.3% |
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The Routledge Handbook Of Integrated Reporting
Authors: Charl De Villiers, Warren Maroun, Pei-Chi Hsiao
1st Edition
0367233851, 978-0367233853
