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Using the information below evaluate the expected return and standard deviation of the portfolio of the S&P500 index fund and the international fund where
Using the information below evaluate the expected return and standard deviation of the portfolio of the S&P500 index fund and the international fund where the correlation is estimated to be .20 and Sarah still places half of her money in each of the funds. Investment Fund S&P500 fund International Fund Portfolio Expected Return Standard Deviation Investment Weight 12% 14% 20% 30% 50% 50% 100%
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Essentials Of Statistics For Business & Economics
Authors: David R. Anderson, Dennis J. Sweeney, Thomas A. Williams, Jeffrey D. Camm, James J. Cochran
9th Edition
0357045432, 978-0357045435
