Question: Expected Ret. - E(r) 14.4% 9.8% Standard Deviation - 15.3% 10.4% The table abovecontainsexpected annual returns for funds A and B. Assuming that the risk
Expected Ret. - E(r) 14.4% 9.8% Standard Deviation - 15.3% 10.4%
The table abovecontainsexpected annual returns for funds A and B. Assuming that the risk free rate is 1.13% and that the correlation of returns between fundsA and B is 0.46,calculate the expected return ofthe minimum-variance two-risky assetportfolio comprised of funds A and B.
Note: Enter your answer in percentages rounded to the nearest one digit after the decimal point. For example, if the expected return is 15.437% or 0.15437, enter it as: 15.4
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