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The correlation between Asset A and Asset B is 0.2. If you invest 54% in Asset A and the remaining in Asset B, what
The correlation between Asset A and Asset B is 0.2. If you invest 54% in Asset A and the remaining in Asset B, what is your portfolio expected return? Asset A Asset B Expected Return 14.7% 14.6% Standard Deviation 10.6% 15.5%
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Basic Statistics for the Behavioral Sciences
Authors: Gary W. Heiman
6th edition
978-0495909941, 495909947, 840031432, 978-1337361903, 978-0840031433
