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What is the expected return of a portfolio with 25% invested in UK stock and 75% in the U.S. if the U.S. return was 15%
- What is the expected return of a portfolio with 25% invested in UK stock and 75% in the U.S. if the U.S. return was 15% and the UK was 12%?
- What is the portfolio risk of the portfolio in the questions above if the correlation between the U.S and the U.K. is .33, the standard deviation of the UK stock is 9% and the U.S. is 10%?
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Public Finance and Public Policy
Authors: Jonathan Gruber
5th edition
1464143331, 978-1464143335
