Question
Suppose the expected returns and standard deviations of Stocks A and B are E( R A ) = .081, E( R B ) = .141,
| Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .081, E(RB) = .141, ?A = .351, and ?B = .611. |
| a1. | Calculate the expected return of a portfolio that is composed of 26 percent A and 74 percent B when the correlation between the returns on A and B is .41. |
| a2. | Calculate the standard deviation of a portfolio that is composed of 26 percent A and 74 percent B when the correlation between the returns on A and B is .41. |
| b. | Calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficient between the returns on A and B is ?.41. |
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HSBA Handbook On Ship Finance
Authors: Schinas
2015th Edition
3662434091, 978-3662434093
