Question
You have the following information: A B Expected return 12% 9% Standard deviation of returns 23.15% 19.5% A portfolio P, made up of securities A
You have the following information:
|
| A | B |
| Expected return | 12% | 9% |
| Standard deviation of returns | 23.15% | 19.5% |
A portfolio P, made up of securities A and B gives an expected rate of return of 11.2% and a standard deviation of returns of 20.5625%
Calculate the correlation coefficient between the returns of securities A and B
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Multifractal Detrended Analysis Method And Its Application In Financial Markets
Authors: Guangxi Cao, Ling-Yun He, Jie Cao
1st Edition
9811079153, 978-9811079153
