Question
in a universe with two risky assets, A and B, we have the following information Expected Return of A is 9.94%, Standard Deviation of Returns
in a universe with two risky assets, A and B, we have the following information
Expected Return of A is 9.94%, Standard Deviation of Returns for A is 15.4%,
Expected Return of B is 13.23%, Standard Deviation of Returns for B is 20.53%
Risk-free rate is 0% and the correlation between the returns of these two assets is -0.26
What is the weight of A in the optimal risky portfolio?
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Intermediate Accounting IFRS
Authors: Donald E. Kieso, Jerry J. Weygandt, Terry D. Warfield
4th Edition
9781119607519
