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Un investisseur acquiert 1 0 0 actions A valant chacune 5 5 0 dollars et 7 5 actions B au prix unitaire de 6 0

Un investisseur acquiert 100 actions A valant chacune 550 dollars et 75 actions B au prix unitaire de 600 dollars. Les rentabilits espres et les risques (cart type) des actions A et B sont respectivement de lordre de 12% et 18%, dune part, et de 25% et 30%, dautre part, tandis que le coefficient de corrlation correspond 0,20.
1- Dterminez les proportions investies dans chacun de ces actifs.
2- Calculez la rentabilit et le risque du portefeuille.
3- Analysez les contributions de chacun des actifs dans la rentabilit et le risque du portefeuille.

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