Given the following information: Asset A B C Weight 0.3 0.5 0.2 PAB = 0.313, PBC = 0.374, PAC = 0.321 What is the
Given the following information: Asset A B C Weight 0.3 0.5 0.2 PAB = 0.313, PBC = 0.374, PAC = 0.321 What is the expected return of the portfolio? (four decimals, no %) E(r) 1.487% 2.078% 1.66% Sigma 6.344% 6.353% 7.616% What is the standard deviation of the portfolio expected return? (four decimals, no %)
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Authors: Douglas Bernheim, Michael Whinston
2nd edition
73375853, 978-0073375854
