Fill the missing fields Probability Bond A expected return B ond B expected return 0.20 2.0% -1.0%
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Fill the missing fields
Probability | Bond A expected return | Bond B expected return |
0.20 | 2.0% | -1.0% |
0.20 | 6.0% | -3.0% |
0.15 | 9.0% | 1.0% |
0.15 | -2.0% | 5.0% |
0.30 | -4.0% | 7.0% |
A expected average return | ||
B expected average return | ||
A risk | ||
B risk | ||
Covariation between A and B | ||
Correlation coefficient between A and B | ||
Portfolio risk, 30 (A) -70 (B) weights |
Related Book For
Vector Mechanics for Engineers Statics and Dynamics
ISBN: 978-0073212227
8th Edition
Authors: Ferdinand Beer, E. Russell Johnston, Jr., Elliot Eisenberg, William Clausen, David Mazurek, Phillip Cornwell
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