Question
For the following probability distribution of the returns of assets X and Y PROBABILITY State Pi=P(Si) xi yi S1 0.2 -0.05 0.12 S2 0.5 0.1
- For the following probability distribution of the returns of assets X and Y
PROBABILITY
State Pi=P(Si) xi yi
S1 0.2 -0.05 0.12
S2 0.5 0.1 0.06
S3 0.3 0.15 -0.04
Calculate the expected return and the standard deviation of the return of the portfolio, if you invest 30% of your funds in X AND 70% in asset Y.
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Microfinance For Bankers And Investors Understanding The Opportunities And Challenges Of The Market At The Bottom Of The Pyramid Part 1 Understanding Clients The Market And The Opportunities
Authors: Elizabeth Rhyne
1st Edition
0071732985, 9780071732987
