Question
The expected return for Disney is 15% and its risk (SD) is 24%. The expected Return for Global is 10% and its SD is 30%.
The expected return for Disney is 15% and its risk (SD) is 24%. The expected Return for Global is 10% and its SD is 30%. Correlation between Disney and Global is 0.7. A portfolio of them has an expected return of 12%. What is the weight on Global in that portfolio?
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Financial Trading And Investing
Authors: John Teall
3rd Edition
0323909558, 978-0323909556
