Question: 7. We have two stocks A and B with returns and risks as follows. stock return risk(stdev) percentage A B total return standard deviation 16%
7. We have two stocks A and B with returns and risks as follows. stock return risk(stdev) percentage A B total return standard deviation 16% 8% X 20% 10% X Assuming their returns have 30% correlation, please construct a portfolio with the minimum amount of risks
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
