Question
We have a financial market consisting of two risky assets. Assume that 1 = 0.1, 2 = 0.05, 1 = 0.2 and 2 = 0.15.
We have a financial market consisting of two risky assets. Assume that 1 = 0.1, 2 = 0.05, 1 = 0.2 and 2 = 0.15. If you know that the expected return of the minimum variance portfolio is larger than 7%, find the possible values of the correlation 12.
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Corporate Treasury And Cash Management
Authors: Robert Cooper
1st Edition
1349512699, 9781349512690
