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Round all answers in this problem to 3 decimal places. J . P . Morgan Asset Management publishes information about financial investments. Between 2 0
Round all answers in this problem to decimal places.
JP Morgan Asset Management publishes information about financial investments. Between and the expected return for the S&P was with a standard deviation of and the expected return over that same period for a core bonds fund was with a standard deviation of The publication also reported that the correlation between the S&P and core bonds is You are considering portfolio investments that are composed of an S&P index fund and a core bonds fund.
Using the information provided, determine the covariance between the S&P and core bonds.
For each of the following portfolios, find the expected return and standard deviation in percentages:
tablePortfolioExpected Return,Standard DeviationtableA investedin an S&P index fund and in a corebonds fundB investedtablein an S&P index fund and in a corebonds fundtableC investedin an S&P index fund and in a corebonds fund
Of the three portfolios above, which one would you recommend for a
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