Question
State probablity Return on A Return on B Boom .20 20% 5% Normal .50 10% 8% Bust .30 8% 12% What is the variance of
State probablity Return on A Return on B
Boom .20 20% 5%
Normal .50 10% 8%
Bust .30 8% 12%
What is the variance of a portfolio with 80% of the funds invested in A? Answers: 9.6, 13.69, 10.9, 12.25, 15.21
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Principles Of Sustainable Finance
Authors: Dirk Schoenmaker, Willem Schramade
1st Edition
0198826605, 978-0198826606
