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Security Expected return Standard deviation A 15% 22% B 17% 28% Correlation 0.1 Covariance 0.00616 Weight of A 0.6310 Weight of B 0.3690 Calculate Portfolio
| Security | Expected return | Standard deviation |
| A | 15% | 22% |
| B | 17% | 28% |
| Correlation | 0.1 | |
| Covariance | 0.00616 | |
| Weight of A | 0.6310 | |
| Weight of B | 0.3690 | |
| Calculate Portfolio Expected returns? | ||
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Introduction To Finance Markets Investments And Financial Management
Authors: Ronald W. Melicher, Edgar A. Norton
14th Edition
0470561076, 9780470561072
