Question: the given is : You would like to form a portfolio. You have the following information: ARABTEC stock has an average return of 6.5% and


the given is :
You would like to form a portfolio. You have the following information: ARABTEC stock has an average return of 6.5% and a standard deviation of 17.5%
DEYAAR stock has an average return of 15.5% and a standard deviation of 22.5%
The correlation between ARABTEC and DEYAAR is 30%
The risk free rate is = 3%
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
