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Stock A Expected return E(r A ) 12% Return standard deviation, s A 15% Stock B Expected return E(r B ) 22% Return standard deviation,
| Stock A | |
| Expected return E(rA) | 12% |
| Return standard deviation, sA | 15% |
| Stock B | |
| Expected return E(rB) | 22% |
| Return standard deviation, sB | 25% |
| Correlation of A and B returns, r | 0.5 |
| Portfolio | |
| Proportion of A, xA | 25.00% |
| Proportion of B, xB | 75.00% |
| Portfolio expected return E(rp) | 19.500% |
| Portfolio variance sp2 | 0.0436 |
| Portfolio expected return sp | 20.88% |
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Oracle 12c SQL
Authors: Joan Casteel
3rd edition
1305251032, 978-1305251038
