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Solve the problem attached in picture Question 7 what is the correlation of B and market beta ( B ) = B * * m
Solve the problem attached in picture Question what is the correlation of and market beta Question if the correlation between A and is what is the covariance between A and Question what is the st dev of the portfolio with of the money is risk free security and rest in what is the return of that portfolio Question what are the and which will lead to minimum variance portfolio of just A and ignore earlier correlation number and assume corr minimum variance will be or axis Question you want to make the most efficient portfolio remember the CML capital market line you want the portfolio return to be you have dollars, which security you will use and what will be your allocation of money to each security
Solve the problem attached in picture Question what is the correlation of and market
beta
Question if the correlation between A and is what is the covariance between A and
Question what is the st dev of the portfolio with of the money is risk free security and rest in
what is the return of that portfolio
Question what are the and which will lead to minimum variance portfolio of just A and ignore
earlier correlation number and assume corr minimum variance will be or axis
Question you want to make the most efficient portfolio remember the CML capital market line
you want the portfolio return to be
you have dollars, which security you will use and what will be your allocation of money to
each security
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