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Your eccentric Aunt Claudia has left you $50,000 in BP shares plus $50,000 cash. Unfortunately her will requires that the BP stock not be sold
Your eccentric Aunt Claudia has left you $50,000 in BP shares plus $50,000 cash. Unfortunately her will requires that the BP stock not be sold for one year and the $50,000 cash must be entirely invested in one of the stocks shown below. The table provides estimates of the standard deviations of returns for each stock and the correlation between the returns of each pair of stocks.
at 0 0 0 0 0 0 0 1 AL TA 0-0-0-0-0-0-0 53 2 000001005 29 00 06 06 20 00 000010005 2 000100001 1705684 3 00100000 8077920 B010000-00 815759 P 00 28 41 45 17 45 10000000 HP 2a STTS
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