Question
Tower Assets Ltd wants to analyse the risks in two assets portfolios- portfolio A and B. The firm modelled the returns from the two portfolios.
Tower Assets Ltd wants to analyse the risks in two assets portfolios- portfolio A and B. The firm modelled the returns from the two portfolios. Portfolio A has a shape parameter of - 20, while portfolio B has a shape parameter of 15. Which of the statements below is correct about the portfolios?
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Stocks And Forex Trading How To Win
Authors: Daryl Guppy ,karen Wong
1st Edition
9811237646, 978-9811237645
