Using the date below , What is the Stdev of the Minimum Variance Portfolio..? Asset (A) -
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Question:
- Using the date below , What is the Stdev of the Minimum Variance Portfolio..?
Asset (A) - E(rt)= 0.15, Var(A)= 0.36, Stdev(A)=0.6000
Asset (B) - E(rt)= 0.12, Var(B)= 0.25, Stdev(B)=0.5000
Risk-Free- (rf)= 0.03
Correlation (A,B)= -0.2000
Covariance (A,B)= -0.0600
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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