Question
The expected return on MSFT next year is 12% with a standard deviation of 20%. The expected 4) return on AAPL next year is 24%
The expected return on MSFT next year is 12% with a standard deviation of 20%. The expected 4) return on AAPL next year is 24% with a standard deviation of 30%. The correlation between the two stocks is .6. If James makes equal investments in MSFT and AAPL, what is the expected return on his portfolio. please explain answer
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Finance And Sustainability Proceedings From The Finance And Sustainability Conference Wroclaw 2017
Authors: Agnieszka Bem, Karolina Daszy?ska-?ygad?o , Ta?ána Hajdíková, Péter Juhász
1st Edition
3319922270,3319922289
