Question
The expected return, standard deviation and the covariance for a two asset portfolio consist of assets A and B is given in the table below:
The expected return, standard deviation and the covariance for a two asset portfolio consist of assets A and B is given in the table below:
Calculate the expected return and standard deviation. (Please explain the answer in detail, thank you)
additional info:pls use the wacc formula.
Asset(A) Asset (B) E(RA) 10% (OA) 896 WA 0.25 E(Re) 15% (oo)- 9.5% WB 0.75 CoVA,B 0.006Step by Step Solution
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Matlab An Introduction with Applications
Authors: Amos Gilat
5th edition
1118629868, 978-1118801802, 1118801806, 978-1118629864
