Question
Portfolio Alpha has expected return of 7.53% and a standard deviation of 11.15%. Portfolio Omega has expected return of 6.64% and standard deviation of 11.98%.
Portfolio Alpha has expected return of 7.53% and a standard deviation of 11.15%. Portfolio Omega has expected return of 6.64% and standard deviation of 11.98%. If the correlation between Alpha and Omega and Charlie is 87%, what is the optimal weight for Portfolio Alpha for the minimum variance portfolio?
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Swing And Position Trading For Beginners Easy To Learn High Profit Method For Beginners
Authors: J.r. Lira
1st Edition
1542338522, 978-1542338523
