Question: I have 4 investments: Weight Expected Return Standard Deviation Small-Cap Growth Stock 25% 10% 9.37% Large-Cap Value Stock 35% 5% 14.52% Foreign Stock 10% 5%
I have 4 investments:
| Weight | Expected Return | Standard Deviation | |
| Small-Cap Growth Stock | 25% | 10% | 9.37% |
| Large-Cap Value Stock | 35% | 5% | 14.52% |
| Foreign Stock | 10% | 5% | 10.59% |
| Treasury Bond | 30% | 5% | 6.22% |
The correlation between:
| Small-Cap & Large Cap | 0.93 |
| Small-Cap & Foreign | 0.93 |
| Small-Cap & Treasury Bond | - 0.96 |
| Large-Cap & Foreign | 1 |
| Large-Cap & Treasury Bond | - 0.99 |
| Foreign & Treasury Bond | - 0.99 |
How to rebalance this allocation?
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