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Your client has a two-asset portfolio with equal weighting and the following characteristics: Return Risk() Asset A 5% 20% Asset B 10% 30% If the
- Your client has a two-asset portfolio with equal weighting and the following characteristics:
|
| Return | Risk() |
| Asset A | 5% | 20% |
| Asset B | 10% | 30% |
If the correlation coefficient between assets A and B is 0.6, what is the standard deviation of the 2-assst portfolio?
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Corporate Governance And Financial Management Computational Optimization Modelling And Accounting Perspectives
Authors: S Nuryanah, S Islam
1st Edition
1349493228, 9781349493227
