Question
how do you calculate rp and sigma p? Example: risk free and risky asset portfolios: risky = 12.08%; E(r risky ) = 16.2%; r f
how do you calculate rp and sigma p?
Example: risk free and risky asset portfolios:
risky = 12.08%; E(rrisky) = 16.2%; rf = 4%;
x1 x2 rp p = x22
A .00 1.0 4 0
B .25 .75 7.05 3.02
C .50 .50 10.10 6.04
D .75 .25 13.15 9.06
E 1.00 .00 16.20 12.08
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Sam Bankman Fried
Authors: Evelyn Everlore
1st Edition
979-8866401925
