and 12%. The variance of return for A and B are 64 and 36. The correlation between the security return is 0.4. What is (a) standard deviation of the portfolio return, (b) What is the net benefit from diversification? (Hint: net benefit is in terms of reduction in standard deviation of portfolio return)
and 12%. The variance of return for A and B are 64 and 36. The correlation between the security return is 0.4. What is (a) standard deviation of the portfolio return, (b) What is the net benefit from diversification? (Hint: net benefit is in terms of reduction in standard deviation of portfolio return)
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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