Question
You are considering a risky portfolio investment, which has a 11.1 % return and 10.4 % standard deviation.The riskfree rate is 8.5 %. You plan
You are considering a risky portfolio investment, which has a 11.1 % return and 10.4 % standard deviation.The riskfree rate is 8.5 %. You plan to invest 40 % of your savings in risky assets. Determine the standard deviation of your potential complete portfolio, if you plan to allocate all your savings into risky and riskfree assets, and lending and borrowing is also possible.
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Business Mathematics In Canada
Authors: Ernest Jerome
7th edition
978-0071091411, 71091416, 978-0070009899
