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What is the Standard Deviation of the optimal risky portfolio P given the follow? Expected Return = 7.58 ST. Dev 1 = 8.72 W1 =
What is the Standard Deviation of the optimal risky portfolio P given the follow?
Expected Return = 7.58
ST. Dev 1 = 8.72
W1 = 0.65
1: HPR = 6%
W2 = 0.35
2 HPR = 10.5%
St. Dev 2 = 18.90%
Covariance = -.0091
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International Business Finance
Authors: Michael Connolly
1st Edition
0415701538, 9780415701532
