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the stock market of country A has an expected return of 5%, and a standard deviation of expected return 8%. the stock market of country
the stock market of country A has an expected return of 5%, and a standard deviation of expected return 8%. the stock market of country B has an expected return of 15%, and a standard deviation of expected return 10%. Assume the correlation of expected return between A and B is negative 0.5.
What is the expected return of a portfolio with half invested in A and half invested in B? ANSWER:10%
What is the portfolio standard deviation? ANSWER: 4.58%
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