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Suppose you are given the following information about 2 stocks, what is the return standard deviation and sharpe ratio of a portfolio weighted 55% in
Suppose you are given the following information about 2 stocks, what is the return standard deviation and sharpe ratio of a portfolio weighted 55% in stock A and 45% in stock B? W hat is SD of A and B.
- E(RA)=16%E(RA)=16%
- E(RB)=8%E(RB)=8%
- A=22%A=22%
- B=12%B=12%
- A,B=0.003696A,B=0.003696
- rf=3%
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N Hyman
12th Edition
0357442156, 978-0357442159
