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The market portfolio's expected return is 15%, and standard deviation is 10%. The risk free asset has a 4% return. The correlation coefficient of a
The market portfolio's expected return is 15%, and standard deviation is 10%. The risk free asset has a 4% return. The correlation coefficient of a mutual fund is 0.42. If the standard deviation for the mutual fund is 12%, what is its expected return
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The Oxford Handbook Of Hedge Funds
Authors: Douglas Cumming, Sofia Johan, Geoffrey Wood
1st Edition
0198840950, 978-0198840954
