Question
RA = 4.00% + 0.50RM + eA RB = -1.20% + 0.70RM + eB M = 17%; R-squareA = 0.26; R-squareB = 0.18 Assume you
RA = 4.00% + 0.50RM + eA RB = -1.20% + 0.70RM + eB M = 17%; R-squareA = 0.26; R-squareB = 0.18
Assume you create portfolio P with investment proportions of 0.70 in A and 0.30 in B.
SD of portfolio?
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Financial Management Principles And Applications
Authors: Arthur J. Keown, J. William Petty, John D. Martin, Jr. Scott, David F.
10th Edition
0131450654, 9780131450653
