18. A portfolio is composed of two stocks, A and B. Stock A has a standard...
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18. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 5% and a return of 4% while stock B has a standard deviation of return of 15% and a return of 6%. The correlation coefficient between the returns on A and B is .5. Stock A comprises 40% of the portfolio while stock B comprises 60% of the portfolio. The return on the portfolio is 18. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 5% and a return of 4% while stock B has a standard deviation of return of 15% and a return of 6%. The correlation coefficient between the returns on A and B is .5. Stock A comprises 40% of the portfolio while stock B comprises 60% of the portfolio. The return on the portfolio is 18. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 5% and a return of 4% while stock B has a standard deviation of return of 15% and a return of 6%. The correlation coefficient between the returns on A and B is .5. Stock A comprises 40% of the portfolio while stock B comprises 60% of the portfolio. The return on the portfolio is 18. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 5% and a return of 4% while stock B has a standard deviation of return of 15% and a return of 6%. The correlation coefficient between the returns on A and B is .5. Stock A comprises 40% of the portfolio while stock B comprises 60% of the portfolio. The return on the portfolio is
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Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
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