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Junid is interested in investing in share market of Canada and France. He has gathered the following information on the share market: Share Market
Junid is interested in investing in share market of Canada and France. He has gathered the following information on the share market: Share Market Return (%) Standard Deviation (%) Correlation Canada France 0.88 1.19 5.78 6.29 0.45 He invested 60 percent in Canada market and the balance in the France market. Determine the expected return and standard deviation of the international portfolio.
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Proportion of investment in Canada market Ws 60 or 060 Proportion of investment in Fran...
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Cost Accounting Foundations and Evolutions
Authors: Michael R. Kinney, Cecily A. Raiborn
8th Edition
9781439044612, 1439044619, 978-1111626822
