Question
Security A: Expected return 20%, Standard deviation 45%, Security B:Expected return 15%, Standard deviation 35%. Correlation: .01 Calculate security A's weight in the minimum variance
Security A: Expected return 20%, Standard deviation 45%,
Security B:Expected return 15%, Standard deviation 35%.
Correlation: .01
Calculate security A's weight in the minimum variance portfolio?
a. .36
b. .42
c. .32
d. .28
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Mergers Acquisitions And Other Restructuring Activities
Authors: Donald DePamphilis
10th Edition
0128150750, 978-0128150757
