EXCEL FORMULAS PLEASE Average return Variance Sigma Covariance of returns Correlation of returns Portfolio Proportion of A
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Average return Variance Sigma Covariance of returns Correlation of returns Portfolio Proportion of A Proportion of B Portfolio average return Portfolio standard deviation Section a.. Proportion of A Proportion of B Portfolio average return Portfolio standard Section b. Min-variance portfolio Proportion of A Proportion of B Portfolio average return Portfolio standard Company A Company B stock stock 10% 0.0800 28.28% 15% 0.1600 40.00% 0.00350 0.03094 B6/(B4*C4) 0.9 0.11-B10 10.50% Average return Variance Sigma Covariance of returns Correlation of returns Portfolio Proportion of A Proportion of B Portfolio average return Portfolio standard deviation Section a.. Proportion of A Proportion of B Portfolio average return Portfolio standard Section b. Min-variance portfolio Proportion of A Proportion of B Portfolio average return Portfolio standard Company A Company B stock stock 10% 0.0800 28.28% 15% 0.1600 40.00% 0.00350 0.03094 B6/(B4*C4) 0.9 0.11-B10 10.50%
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Related Book For
Introduction To Corporate Finance
ISBN: 9781118300763
3rd Edition
Authors: Laurence Booth, Sean Cleary
Posted Date:
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