Question
Refer to the table below: 3 Doors, Inc. Down Co. Expected return, E ( R ) 17 % 7 % Standard deviation, 32 16 Correlation
Refer to the table below:
| 3 Doors, Inc. | Down Co. | |||||
| Expected return, E(R) | 17 | % | 7 | % | ||
| Standard deviation, | 32 | 16 | ||||
| Correlation | .19 | |||||
Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio
Expected return:____________%
Standard deviation:______________%
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An Introduction To Financial Markets A Quantitative Approach
Authors: Paolo Brandimarte
1st Edition
1118014774, 9781118014776
