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You are creating a portfolio from the following assets, X and Y: Expected return Std Dev X 10% 20% y 15% 40% The correlation between
| You are creating a portfolio from the following assets, X and Y: | |||||
| Expected return | Std Dev | ||||
| X | 10% | 20% | |||
| y | 15% | 40% | |||
| The correlation between X & Y is .5 | |||||
| If you desire an expected return of 12 percent: | |||||
| a) What is the weight of each stock? | |||||
| b) What is the portfolio's standard deviation? | |||||
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Personal Finance For Dummies
Authors: Eric Tyson
5th Edition
0470038322, 978-0470038321
