1. According to the mean-variance criterion, which one of the following investments dominates all others? A....
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1. According to the mean-variance criterion, which one of the following investments dominates all others? A. E(r) = 0.15; Variance = 0.20 B. E(r) = 0.10; Variance = 0.20 C. E(r) = 0.10; Variance = 0.25 D. E(r) = 0.15; Variance = 0.25 E. none of these is dominates the other alternatives. 2. Security X has expected return of 12% and standard deviation of 20%. Security Y has expected return of 15% and standard deviation of 27%. If the two securities have a correlation coefficient of 0.7, what is their covariance? 1. According to the mean-variance criterion, which one of the following investments dominates all others? A. E(r) = 0.15; Variance = 0.20 B. E(r) = 0.10; Variance = 0.20 C. E(r) = 0.10; Variance = 0.25 D. E(r) = 0.15; Variance = 0.25 E. none of these is dominates the other alternatives. 2. Security X has expected return of 12% and standard deviation of 20%. Security Y has expected return of 15% and standard deviation of 27%. If the two securities have a correlation coefficient of 0.7, what is their covariance?
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Related Book For
College Physics With An Integrated Approach To Forces And Kinematics
ISBN: 978-1260547719
5th Edition
Authors: Alan Giambattista
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