Question
Suppose Assets A and B have the following expected returns and standard deviations: Asset Expected Return (E(R i )) Standard Deviation ( i ) A
Suppose Assets A and B have the following expected returns and standard deviations:
| Asset | Expected Return (E(Ri)) | Standard Deviation (i) |
| A | 15% | 9% |
| B | 11% | 6% |
Calculate the expected return and standard deviation for a portfolio with 30% in A and 70% in B given that the assets have a correlation of 0.65.
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Asias Energy Revolution Chinas Role And New Opportunities As Markets Transform And Digitalise
Authors: Joseph Jacobelli
1st Edition
311069977X,3110699907
