Question
Probability Asset A Asset B 0.35 0.21 0.25 0.30 0.12 0.14 0.35 0.18 0.21 Assume a portfolio which consists of assets A and B with
| Probability | Asset A | Asset B |
| 0.35 | 0.21 | 0.25 |
| 0.30 | 0.12 | 0.14 |
| 0.35 | 0.18 | 0.21 |
Assume a portfolio which consists of assets A and B with the following set of returns.
If the weight of Asset A is 45%, calculate the expected return and risk of the portfolio.
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Principles Of Finance With Excel
Authors: Simon Benninga, Tal Mofkadi
3rd Edition
0190296380, 9780190296384
