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You plan to invest in Stock X, Stock Y or some combination of the two. The expected return for X is 10% and its standard
You plan to invest in Stock X, Stock Y or some combination of the two. The expected return for X is 10% and its standard deviation is 5%. The expected return for Y is 12% and its standard deviation is 6%. The correlation coefficient between X and Y is 0.75.
1. Calculate the expected return for a portfolio consisting 75% of stock A and 25% of stock B?
2. Calculate the standard deviation for a portfolio consisting 75% of stock A and 25% of stock B?
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The Mining Valuation Handbook Mining And Energy Valuation For Investors And Management
Authors: Victor Rudenno
4th Edition
0730377075, 978-0730377078
