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You have a portfolio with a standard deviation of 30% and an expected return of 18%. You are considering adding one of the two shares
You have a portfolio with a standard deviation of 30% and an expected return of 18%. You are considering adding one of the two shares in the table below. If after adding the shares you will have 20% of your money in the new shares and 80% of your money in your existing portfolio, which one should you add? Share A Share B Expected return Standard deviation (%) 15 15 (%) 25 20 Correlation with your portfolio's returns 0.2 0.6 
You have a portfolio with a standard deviation of 30% and an expected return of 18%. You are considering adding one of the two shares in the table below. If after adding the shares you will have 20% of your money in the new shares and 80% of your money in your existing portfolio, which one should you add
You have a portfolio with a standard deviation of 30% and an expected return of 18%. You are considering adding one of the two shares in the table below. If after adding the shares you will have 20% of your money in the new shares and 80% of your money in your existing portfolio, which one should you add? Share A Share B Expected return Standard deviation (%) 15 15 (%) 25 20 Correlation with your portfolio's returns 0.2 0.6
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Fundamentals Of Multinational Finance
Authors: Michael H. Moffett, Arthur I. Stonehill, David K. Eiteman
1st Edition
0201844842, 978-0201844849
