Question
For portfolios having a mean return of 25%, the minimum standard deviation of return is 29.53%. The weight on the UK index in this optimal
For portfolios having a mean return of 25%, the minimum standard deviation of return is 29.53%. The weight on the UK index in this optimal portfolio is -110%, and is the only negative weight. Explain why the UK index is so aggressively shorted.
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Reasons for Aggressively Shorting the UK Index 1 Economic Concerns Investors might have negative views on the UK economy such as sluggish growth high ...
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Multinational Finance
Authors: Kirt C. Butler
4th Edition
1405181184, 978-1405181181
