Question
The following information is provided for each country. Given the weight allocation is the standard deviation (risk) of this global portfolio? Weight Ret Risk A
The following information is provided for each country. Given the weight allocation is the standard deviation (risk) of this global portfolio?
|
Weight | Ret | Risk |
A American | Corr Matrix B British |
J Japanese | |
| A American | 0.3 | 14.30% | 18.40% | 1 | 0.56 | 0.36 |
| B British | 0.3 | 13.60% | 19.90% | 0.56 | 1 | 0.32 |
| J Japanese | 0.4 | 16.20% | 25.70% | 0.36 | 0.32 | 1 |
| a. | 17.0% | |
| b. | 14.85%
| |
| c. | 21.77% | |
| d. | 16.331% |
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Personal Finance
Authors: Jack Kapoor
13th Edition
1260799735, 9781260799736
