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Find the mean return, E[r], and variance, sigma base P ^2 , of a portfolio consisting of 70% of your total wealth invested in
Find the mean return, E[r], and variance, sigma base P ^2 , of a portfolio consisting of 70% of your total wealth invested in asset A (WA= 0.70), and 30% of your total wealth invested in asset B (wg = 0.30). The correlation between assets A and B (P) = 0.25 (1): (2):
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Quantitative Analysis For Management
Authors: Barry Render, Ralph M. Stair, Michael E. Hanna
11th Edition
9780132997621, 132149117, 132997622, 978-0132149112
