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I need the answer as soon as possible 7 Q.24. You want to allocate * 19,53,000 between the common stocks of Alps Technology and BASF.
I need the answer as soon as possible
7 Q.24. You want to allocate * 19,53,000 between the common stocks of Alps Technology and BASF. The common stock of Alps is expected to generate a return of 25% per year with a standard deviation of 70%. The current price of common stock of BASF is * 48. In a year, the future price of BASF is expected to be 54 with a variance of 39%. The correlation between the returns on Alps and BASF is 0.15. What combination of these two stocks will minimize risk? What is the expected return of portfolio? q143 - ATY- 1-07 CS Scanned with CamScannerStep by Step Solution
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