Question: Investments - Bodie, Kane and Marcus. Correlation between A stdev and market Beta 0.8 correlation between A and B 0 Stocks 1.2 1.83 12% 14%

Investments - Bodie, Kane and Marcus.

Investments - Bodie, Kane and Marcus. Correlation between A stdev and market

Correlation between A stdev and market Beta 0.8 correlation between A and B 0 Stocks 1.2 1.83 12% 14% 9.0% 396 | 27% 20% S&P Rf | | | Obtain the weights of an optimal tangent portfolio formed by A and B

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