Question
You have the following information: stock A stock B risk-free return 0.14 -0.07 0.02 variance 0.03 0.15 0 corr(A,B) 0.71 Compute the optimal combination between
You have the following information:
stock A stock B risk-free
return 0.14 -0.07 0.02
variance 0.03 0.15 0
corr(A,B) 0.71
Compute the optimal combination between stock A and stock B. Write down the weight of A (use decimals and round to the nearest 3 decimals)
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TExES Business And Finance Secrets Study Guide
Authors: TExES Exam Secrets Test Prep Team
1st Edition
1516706862, 978-1516706860
