Question: Given the following expected returns for asset x and y. The rate of return for asset x are: 14, 12, 16, 17, and 19 for

Given the following expected returns for asset x and y. The rate of return for asset x are: 14, 12, 16, 17, and 19 for year 2015, 2016, 2017, 2018, and 2019, respectively. The rate of return for asset y are: 21, 15, 14, 12, and 11 for year 2015, 2016, 2017, 2018, and 2019, respectively.



What is the standard deviation for a portfolio invested in 40% of asset y and 60% of asset x?

Step by Step Solution

3.51 Rating (154 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

To calculate the standard deviation for a portfolio invested in multiple assets we need to consider the weights of each asset and their respective ret... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!