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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Gapenskis Cases In Healthcare Finance
Authors: George H. Pink
6th Edition
1567939651, 978-1567939651
