Question
You invest $100 in a portfolio of stock JET and a risk-free asset with a return of 5%. JET has an expected return of 12%
You invest $100 in a portfolio of stock JET and a risk-free asset with a return of 5%. JET has an expected return of 12% and a standard deviation of 10%. What is the percentage of your portfolio in the risk-free asset if your portfolios standard deviation is 9%? A. 30% B. 90% C. 50% D. 10%
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A Fast And Frugal Finance
Authors: William P. Forbes, Aloysius Igboekwu, Shabnam Mousavi
1st Edition
0128124954, 978-0128124956
