Question
You are considering investing in a T-bill that pays a rate of return of 0.05 and a risky portfolio, P, constructed with 2 risky securities,
You are considering investing in a T-bill that pays a rate of return of 0.05 and a risky portfolio, P, constructed with 2 risky securities, X and Y. The weights of X and Y in P, respectively. X has an expected rate of return of 0.14 and a variance of 0.01, and Y has an expected rate of return of 0.1 and a variance of 0.0081. A = 4 CORRELATION =.2 CALCULATE OPTIMAL PORTFOLIO RETURN ?
OPTIMAL PORTFOLIO RISK COMPLETE?
OPTIMAL PORTFOLIO RISK AND RETURN?
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Exploring Economics
Authors: Robert L Sexton
5th Edition
978-1439040249, 1439040249
