Stock A has an expected return of 18% and a standard deviation of 32%. Stock B...
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Stock A has an expected return of 18% and a standard deviation of 32%. Stock B has an expected return of 24% and a standard deviation of 42%. Calculate the expected return and standard deviations for portfolios with the 6 different weights shown below assuming a correlation coefficient of 0.34 between the returns of stock A and B. WA WB 1.00 0.00 0.80 0.20 0.60 0.40 0.40 0.60 0.20 0.80 0.00 1.00 Stock A has an expected return of 18% and a standard deviation of 32%. Stock B has an expected return of 24% and a standard deviation of 42%. Calculate the expected return and standard deviations for portfolios with the 6 different weights shown below assuming a correlation coefficient of 0.34 between the returns of stock A and B. WA WB 1.00 0.00 0.80 0.20 0.60 0.40 0.40 0.60 0.20 0.80 0.00 1.00
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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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