Question
You invest 20% of your money in the treasury bill that pays 5% and 80% of your money in a risky portfolio with an expected
You invest 20% of your money in the treasury bill that pays 5% and 80% of your money in a risky portfolio with an expected return of 12% and a volatility of 23%. What is the expected return and volatility of your investment, respectively?
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International Financial Markets And The Firm
Authors: Piet Sercu, Raman Uppal
1st Edition
1861523548, 978-1861523549
