Stock A: Standard deviation 13,3% Expected return 11,8% Stock B: SD 12% Er 8,1% Correlation between stocks

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Stock A: Standard deviation 13,3%

Expected return 11,8%

Stock B: SD 12%

Er 8,1%

Correlation between stocks A & B: 0,44

What is the expected return of a minimum variance portfolio consisting of stock A and B?

You cant short or loan.

Related Book For answer-question

Introduction To Corporate Finance

ISBN: 9781118300763

3rd Edition

Authors: Laurence Booth, Sean Cleary

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Posted Date: Apr 05, 2024 09:00 PM

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Stock A: Standard deviation 13,3% Expected return 11,8% Stock B: SD 12% Er 8,1% Correlation between stocks

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Introduction To Corporate Finance

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