1.You have the chance to invest in a two risky assets, A and B. the expected return and standard deviation for Asset A are 20% and 50%. The expected return and standard deviation for asset B are 15% and 33%. The two assets have zero correlation with another Calculate the r ortfolio risk ifvOU as an

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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1.You have the chance to invest in a two risky
assets, A and B. the expected return and
standard deviation for Asset A are 20% and
50%. The expected return and standard
deviation for asset B are 15% and 33%. The
two assets have zero correlation with another.
Calculate the portfolio risk , if you as an
investor would like to invest 10% in Asset A
and 90% in asset B
34.12%
40.34%
29.30%
30.12%
Transcribed Image Text:1.You have the chance to invest in a two risky assets, A and B. the expected return and standard deviation for Asset A are 20% and 50%. The expected return and standard deviation for asset B are 15% and 33%. The two assets have zero correlation with another. Calculate the portfolio risk , if you as an investor would like to invest 10% in Asset A and 90% in asset B 34.12% 40.34% 29.30% 30.12%
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