Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Hello, i need help with this question. A guaranteed thumps up for the correct answer. A portfolio consists of two securities: a 90-day T-bill and

Hello, i need help with this question. A guaranteed thumps up for the correct answer.
image text in transcribed
A portfolio consists of two securities: a 90-day T-bill and the S\&P/TSXComposite. The expected return on the T-bill is 4.5%. The expected return on the S\&P/TSX Composite is 12% with a standard deviation of 20%. What is the portfolio standard deviation if the expected return for this portfolio is 15% ? 12.00% 8.13% 28.00% 16.80%

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

The Meaningful Money Handbook

Authors: Pete Matthew

1st Edition

0857196510, 978-0857196514

More Books

Students also viewed these Finance questions

Question

7. List behaviors to improve effective leadership in meetings

Answered: 1 week ago

Question

6. Explain the six-step group decision process

Answered: 1 week ago