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Suppose there are two stocks that are uncorrelated. Each of these has a variance of 1, and there are expected returns are r1 and r2,
Suppose there are two stocks that are uncorrelated. Each of these has a variance of 1, and there are expected returns are r1 and r2, respectively. The risk-free rate is rf. Find the portfolio of weigh...
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Survey of Accounting
Authors: Edmonds, old, Mcnair, Tsay
2nd edition
9780077392659, 978-0-07-73417, 77392655, 0-07-734177-5, 73379557, 978-0073379555
