Consider a risk-free asset with a return of 4% and a risky asset with an expected return

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Consider a risk-free asset with a return of 4% and a risky asset with an expected return of 12% and volatility of 16%. What is the volatility of a portfolio made up of these two assets with expected return 10%?

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Financial Decisions And Markets A Course In Asset Pricing

ISBN: 9780691160801

1st Edition

Authors: John Y. Campbell

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Posted Date: May 15, 2024 04:14 PM

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Consider a risk-free asset with a return of 4% and a risky asset with an expected return

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Financial Decisions And Markets A Course In Asset Pricing

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