Question
Given the returns of two stocks J and K in the table below over the next 4 years. Find the expected return and standard deviation
Given the returns of two stocks J and K in the table below over the next 4 years. Find the expected return and standard deviation of holding a portfolio of 40% of stock J and 60% in stock K over the next 4 years:.
year | Stock j | Stock k |
2010 | 11% | 8% |
2011 | 12% | 9% |
2012 | 13% | 12% |
2013 | 14% | 13% |
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Financial management theory and practice
Authors: Eugene F. Brigham and Michael C. Ehrhardt
12th Edition
978-0030243998, 30243998, 324422695, 978-0324422696
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