An investment portfolio has equal proportions invested in five stocks. The expected returns and standard deviations (both in percent per year) are (8, 3), (5, 2), (12, 8), (7, 9), (14, 15). What are average return and standard deviation for this portfolio?
An investment portfolio has equal proportions invested in five stocks. The expected returns and standard deviations (both in percent per year) are (8, 3), (5, 2), (12, 8), (7, 9), (14, 15). What are average return and standard deviation for this portfolio?
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
Section: Chapter Questions
Problem 1PS
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An investment portfolio has equal proportions invested in five stocks.
The expected returns and standard deviations (both in percent per year) are (8, 3),
(5, 2), (12, 8), (7, 9), (14, 15). What are average return and standard deviation for
this portfolio?
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