Question
You have $10,000 invested in a portfolio A. If you sell 70% and invest in an asset B whose return has a correlation of -0.5
You have $10,000 invested in a portfolio A. If you sell 70% and invest in an asset B whose return has a correlation of -0.5 with the return on portfolio. What is your overall portfolio variance then? Assume that the standard deviation of A is 7%, and that for B is 5%
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Health Care Finance Economics And Policy For Nurses
Authors: Betty Rambur
2nd Edition
0826152538, 978-0826152534
