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Suppose General Construction Itd has two investments (A and B) with the following probability distributions: (b) The portfolio of A and B has a positive
Suppose General Construction Itd has two investments (A and B) with the following probability distributions: (b) The portfolio of A and B has a positive correlation of 0.20 and the portfolio comprises 40 percent Investment A and 60 percent Investment B. Calculate: (i) Expected return of Portfolio AB (ii) Standard Deviation of Portfolio AB [4 Marks]
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Financial Intelligence For IT Professionals
Authors: Karen Berman, Joe Knight, John Case
1st Edition
1422119149, 9781422119143
