Assume that you have following information asset A and B Expected annual return Standard deviation A B
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Assume that you have following information asset A and B
Expected annual return | Standard deviation | |
A B | 8% 12% | 10 15 |
If the correlation between A and B is is .45
Form a minimum variance portfolio and calculate portfolio risk and return.
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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