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Question 5 You plan to invest in a portfolio which consists of shares of two assets (A and B). The expected return of asset A
Question 5 You plan to invest in a portfolio which consists of shares of two assets (A and B). The expected return of asset A Not yet answered is $10 and its standard deviation is $2. The expected return of asset B is $20 and its standard deviation is $3. The covariance of the two assets is 5. The expected return of the portfolio is $16. Note: for all blanks below (except Marked out of 4.00 multiple-choice style ones), please just input numerical answers and - ignore the symbols of the dollar, percentage, Flag question comma etc. Question (a) [1 mark] Which asset is less risky? Question (b) [1 mark] What is the share of asset A in the portfolio? Question (c) [2 marks] How much is the risk (standard deviation) of the portfolio? $
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