Question
The return on the risky portfolio is 20%. The risk-free rate as well as the investor's borrowing rate is 1%. The standard deviation of return
The return on the risky portfolio is 20%. The risk-free rate as well as the investor's borrowing rate is 1%. The standard deviation of return on the risky portfolio is 40%. If the standard deviation on the complete portfolio is 60%, what is the expected return on the complete portfolio?
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Contemporary Business Mathematics with Canadian Applications
Authors: S. A. Hummelbrunner, Kelly Halliday, K. Suzanne Coombs
10th edition
133052311, 978-0133052312
