Question
two assets have a correlatipn of -1 and a standard deviation A of 7%, standard deviation B of 20%. the expected return A is 8%
two assets have a correlatipn of -1 and a standard deviation A of 7%, standard deviation B of 20%. the expected return A is 8% and the expected return B is 16 %. what is the treasury rate in the economy?
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Financial Institutions Management A Risk Management Approach
Authors: Anthony Saunders, Marcia Cornett, Otgo Erhemjamts
10th Edition
1260013820, 978-1260013825
