Question
Stock A has an expected return of 18 percent and a standard deviation of 47 percent Stock B has an expected return of 13 percent
Stock A has an expected return of 18 percent and a standard deviation of 47 percent Stock B has an expected return of 13 percent and a standard deviation of 62 percent if the correlation of the two stocks is .25, whats weight of Stock A in the minimum variance portfolio?
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CCH Federal Taxation Basic Principles 2020
Authors: Ephraim P. Smith, Philip J. Harmelink, James R. Hasselback
2020 Edition
0808051784, 9780808051787
