Q3. (5pt) There are three assets A, B, and C and you make a portfolio with this
Fantastic news! We've Found the answer you've been seeking!
Question:
Q3. (5pt) There are three assets A, B, and C and you make a portfolio with this three assets. Each assets return follows normal distribution as following. A~N(10, 1)), B~N(20, 2)), C~N(10,1)). Your portfolio is A=# of alphabets of your first name, B=# of alphabets of your last name, C=1. (For example, Minwoo Song=> a= 6 and b=4 and hence my portfolio is 6A, 4B, and 1C). Now calculate expected return of your portfolio, E(P) and variance of portfolio, Var(P).
Related Book For
Financial Accounting an introduction to concepts, methods and uses
ISBN: 978-0324789003
13th Edition
Authors: Clyde P. Stickney, Roman L. Weil, Katherine Schipper, Jennifer Francis
Posted Date: