Question
SCS and HVN are both service companies. Their historical returns for the past three years are: SCS: - 5%, 17%, 25%; HVN: 3%, 18%, 30%.
SCS and HVN are both service companies. Their historical returns for the past three years are: SCS: - 5%, 17%, 25%; HVN: 3%, 18%, 30%. What are the expected return and the standard deviation of portfolio with 30% of the funds invested in SCS and 70% in HVN (approximately)? Knowing that cov (SCS, HVN) = 0.01891.
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Finance For Executives Managing For Value Creation
Authors: Gabriel Hawawini, Claude Viallet
7th Edition
1473778913, 978-1473778917
