Given the following expectations for return, risk and correlation E (r) a psb 0 22 0 31 0 25 Portfolio S Portfolio B 0 1 0 06 Risk free 0 055 An optimal portfolio of S and B has been calculated to contain 0 5 stocks, i e portfolio S (out of a possible 100 or 1 0) What would be the standard deviati...

Answer ANSWER 1 a 1503 Portfolio standard deviation W1 2 x Std dev1 2 W2 2 x Std dev2 2 2 ...

Given the following expectations for return, risk and correlation: E (r) a psb 0.22 0.31 -0.25...

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Understanding Basic Statistics

ISBN: 9781111827021

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Given the following expectations for return, risk and correlation: E (r) a psb 0.22 0.31 -0.25...

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