Assume that there are no short-selling opportunities. Draw a graph of an efficient set for the above
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Assume that there are no short-selling opportunities. Draw a graph of an efficient set for the above 2 assets and the variance of the portfolio.
Expected return of the portfolio: E (Rp) = 12.1
Variance of the portfolio: Var (Rp) = 7.99
Standard deviation of the portfolio: Std (Rp) = 2.83
Cov(x,y)= -5 |
x | y | |
E(R) | 10 | 17 |
Variance | 16 | 25 |
Standard deviation | 4 | 5 |
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