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The return and risk estimates of two securities are as follows: E(TA)= 10%. Sigmax=25%. Ers)=8%, Sigmag=20%, Corra,B=0.4 Their covariance is Continued with previous question. If
The return and risk estimates of two securities are as follows: E(TA)= 10%. Sigmax=25%. Ers)=8%, Sigmag=20%, Corra,B=0.4 Their covariance is Continued with previous question. If the portfolio composition is 60% in A and 40% in B. the portfolio standard deviation is with 2 decimals without )
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