Question: Dont forget the standard deviation please. Asset A has an expected return of 18%, Asset B has an expected return of 10%, and the rate
Dont forget the standard deviation please.
Asset A has an expected return of 18%, Asset B has an expected return of 10%, and the rate of return on T-bills is 7%. The covariance matrix for the two risky assets is as follows: a) Calculate the expected return and standard deviation of a portfolio consisting of 20% T-bills, 35% Asset A, and 45% Asset B
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