Question
] How much weight do you have to invest in KLM in order to earn the least amount of risk possible, given the following data?
]
How much weight do you have to invest in KLM in order to earn the least amount of risk possible, given the following data?
KLM's expected return is 12% and its standard deviation is 50%
FGH's expected return is 10% and its standard deviation is 40%
The two assets have a covariance of 0.1.
| 28.57% | ||
| 71.43% | ||
| 39.02% | ||
| 30% |
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Governance Of Financial Management
Authors: John Carver, Miriam Carver
1st Edition
0470392541, 9780470392546
