Question
the given is : You would like to form a portfolio. You have the following information: ARABTEC stock has an average return of 6.5% and
the given is :
You would like to form a portfolio. You have the following information: ARABTEC stock has an average return of 6.5% and a standard deviation of 17.5%
DEYAAR stock has an average return of 15.5% and a standard deviation of 22.5%
The correlation between ARABTEC and DEYAAR is 30%
The risk free rate is = 3%
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Business Forecasting
Authors: John E. Hanke, Dean Wichern
9th edition
132301202, 978-0132301206
