Stock A: Standard deviation 13,3% Expected return 11,8% Stock B: SD 12% Er 8,1% Correlation between stocks
Fantastic news! We've Found the answer you've been seeking!
Question:
Stock A: Standard deviation 13,3%
Expected return 11,8%
Stock B: SD 12%
Er 8,1%
Correlation between stocks A & B: 0,44
What is the expected return of a minimum variance portfolio consisting of stock A and B?
You cant short or loan.
Related Book For
Introduction To Corporate Finance
ISBN: 9781118300763
3rd Edition
Authors: Laurence Booth, Sean Cleary
Posted Date: