Question
The expected returns on Stocks A, B and C are 12%, 22% and 2% respectively. What is the expected return on a portfolio that holds
The expected returns on Stocks A, B and C are 12%, 22% and 2% respectively. What is the expected return on a portfolio that holds 80% of C and 20% of A, if correlation between A and B is 0.5?
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International Finance Theory And Policy
Authors: Paul R. Krugman, Maurice Obstfeld, Marc Melitz
11th Global Edition
1292238739, 978-1292238739
