Question
You have the chance to invest in a two risky assets, A and B. the expected return and standard deviation for Asset A are 20%
You have the chance to invest in a two risky assets, A and B. the expected return and standard deviation for Asset A are 20% and 50%. The expected return and standard deviation for asset B are 15% and 33%. The two assets have zero correlation with another.
Calculate the portfolio risk , if you as an investor would like to invest 10% in Asset A and 90% in asset B
34.12%
30.12%
29.30%
40.34%
You have the chance to invest in a two risky assets, A and B. the expected return and standard deviation for Asset A are 20% and 50%. The expected return and standard deviation for asset B are 15% and 33%. The two assets have zero correlation with another.
Calculate the portfolio risk , if you as an investor would like to invest 10% in Asset A and 90% in asset B
34.12%
30.12%
29.30%
40.34%
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Analytical Finance The Mathematics Of Interest Rate Derivatives Markets Risk And Valuation Volume II
Authors: Jan R. M. Röman
1st Edition
3319525832,3319525840
