Question
The returns for investing in Gamma and Delta are expected to be: Economy Probability Gamma Delta strong 20% 8% 4% normal 50% 5% 5% weak
The returns for investing in Gamma and Delta are expected to be:
Economy Probability Gamma Delta
strong 20% 8% 4%
normal 50% 5% 5%
weak 30% 1% 6%
Construct a portfolio that invests 45% in Gamma and 55% in Delta. What is the expected return and the standard deviation of returns for such a portfolio?
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Robonomics Prepare Today For The Jobless Economy Of Tomorrow
Authors: John Crews
1st Edition
1530910463, 978-1530910465
