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MSFT has an expected return E(x) of 0.16 and a standard deviation sigma of 0.36 WMT has an expected return E(x) of 0.21 and a
MSFT has an expected return E(x) of 0.16 and a standard deviation sigma of 0.36 WMT has an expected return E(x) of 0.21 and a standard deviation sigma of 0.15 The correlation between MSFT and WMT is 0.48 Y The risk-free rate is 0.02 . Compute the weight of MSFT that forms the optimal risky portfolio
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Financial Accounting A Focus On Interpretation And Analysis
Authors: Richard F Kochanek, A Douglas Hillman
7th Edition
1111061750, 9781111061753
