Question
The annualized performance, in U.S. dollars, of the U.S. and EAFE stock indices are below. What would be the risk of a portfolio invested half
The annualized performance, in U.S. dollars, of the U.S. and EAFE stock indices are below. What would be the risk of a portfolio invested half in the U.S. market and half in the EAFE index?
| ReturnUS = 12% | US = 15.5% |
| ReturnEAFE = 14.6% | EAFE = 18.2% |
| Correlation = 0.47 | |
| A) | 13.46% | |
| B) | 14.46% | |
| C) | 15.46% | |
| D) | 16.46% |
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The Sterling Bonds And Fixed Income Handbook
Authors: Mark Glowrey
1st Edition
0857190423, 978-0857190420
