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Two assets A & B are perfectly negatively correlated (e.g. correl(A,B) = -1). The A = 15% and B = 12%. The returns of A
- Two assets A & B are perfectly negatively correlated (e.g. correl(A,B) = -1). The A = 15% and B = 12%. The returns of A & B are rA = 5%; and rB = 3.5%. Based on these parameters, what is the risk free rate?
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Restructuring And Innovation In Banking
Authors: Claudio Scardovi
1st Edition
331940203X, 978-3319402031
