Question
You are trading in a market that has only two securities available. Security A has an expected return of 8 % and a standard deviation
You are trading in a market that has only two securities available. Security A has an expected return of 8 % and a standard deviation of 40 %. Security B has an expected return of 20% and a standard deviation of 120%.
a) If you place 40 % of your money in A and the remaining 60% in B, what is your expected return?
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SOLUTION Expected return of the portfolio Weight of Asset A ...
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
