Question
If the correlation is 0.46 what is the expected return and standard deviation of a portfolio of 70 percent of share A and 30 percent
If the correlation is 0.46 what is the expected return and standard deviation of a portfolio of 70 percent of share A and 30 percent of share B?
Shares A and B have the following returns. 2 3 5 Share A 0.10 0.07 0.15 -0.05 0.08 Share B 0.06 0.02 0.05 0.01 -0.02
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Corporate Finance Core Principles And Applications
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford Jordan
6th Edition
1260571122, 978-1260571127
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