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Please do not use excel to resolve this problems Finance 4200 Class Assignment Name: State of Nature Probability Inves t A Return Investment B Return
Please do not use excel to resolve this problems
Finance 4200 Class Assignment Name: State of Nature Probability Inves t A Return Investment B Return 04 Given the above information to investments A and B. calculate the statisties below. The correlation coefficient between A and B is 0.5472. Note that since the correlation is given you do not have to do the long calculation for covariance just use the shortcut 2 .0.0, A. Expected Return for Investment A B. Standard Deviation for Investment A C. Expected Retum for Investment B D. Standard Deviation for Investment B E. The covariance between A and B F. The expected return for a portfolio consisting of 60% and 40% G. The standard deviation of a portfolio consisting of 60% A and 40% B Step by Step Solution
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