Question: Stock A B C A 1.00 0.80 0.10 B 1.00 0.15 C 1.00 a. Proportion of A 0.25 Proportion of B 0.25 Proportion of C
Stock A B C A 1.00 0.80 0.10 B 1.00 0.15 C 1.00 a. Proportion of A 0.25 Proportion of B 0.25 Proportion of C 0.5 #NAME? Expected return Variance Standard deviation b. "Proportion in above portfolio" 50% Proportion in risk-free 50% risk-free return 5% Expected portfolio return Standard deviation
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