Mohamed Ali is a portfolio manager at Seera Investment Bank. A new client has been assigned...
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Mohamed Ali is a portfolio manager at Seera Investment Bank. A new client has been assigned to Mohamed. The client portfolio is valued at $ 10 million which allocated equally to four stocks. The research department estimates the expected return for the market portfolio as 9.6%, market variance a-0.63, risk free rate is 3.3% and provides Mohamed with Risk and return characteristics of the four stocks as following. What are the covariance coefficient between stock ?A and B 2 B E(R) X A 1.29 0.98 7.5% 25% Security B 1.19 1.31 8.2% 25% C 0.94 0.91 8.37% 25% D 0.5 0.5 8.57% 25% Mohamed Ali is a portfolio manager at Seera Investment Bank. A new client has been assigned to Mohamed. The client portfolio is valued at $ 10 million which allocated equally to four stocks. The research department estimates the expected return for the market portfolio as 9.6%, market variance a-0.63, risk free rate is 3.3% and provides Mohamed with Risk and return characteristics of the four stocks as following. What are the covariance coefficient between stock ?A and B 2 B E(R) X A 1.29 0.98 7.5% 25% Security B 1.19 1.31 8.2% 25% C 0.94 0.91 8.37% 25% D 0.5 0.5 8.57% 25%
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Related Book For
Modern Advanced Accounting in Canada
ISBN: 978-1259087554
7th edition
Authors: Hilton Murray, Herauf Darrell
Posted Date:
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