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Using the information below, calculate the standard deviation of this portfolio. Asset KLM Asset PQR E(R a ) = 13% E(R b ) = 15%
Using the information below, calculate the standard deviation of this portfolio.
| Asset KLM | Asset PQR |
| E(Ra) = 13% | E(Rb) = 15% |
| a = 7% | b = 9% |
| Wa = 0.45 | Wb = 0.55 |
| COVa,b = 0.005 | |
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Bank Stability, Sovereign Debt And Derivatives
Authors: Author
1st Edition
113733214X, 9781137332141
