A person has the following information about their portfolio: Stock A: 30% of the portfolio, expected return
Fantastic news! We've Found the answer you've been seeking!
Question:
A person has the following information about their portfolio:
- Stock A: 30% of the portfolio, expected return of 12%, and standard deviation of 18%
- Stock B: 50% of the portfolio, expected return of 10%, and standard deviation of 12%
- Stock C: 20% of the portfolio, expected return of 8%, and standard deviation of 10%
Calculate the expected return and standard deviation of the person's portfolio.
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date: