Asset 1 Asset 2 Expected return 0.07 0.078 Standard deviation 0.1 0.2 if correlation is 0.4 weight 1 = 40% weight 2 = 60% what is the covariance what is the return of the portfolio what is the standard deviation of the portfolio?
Asset 1 Asset 2 Expected return 0.07 0.078 Standard deviation 0.1 0.2 if correlation is 0.4 weight 1 = 40% weight 2 = 60% what is the covariance what is the return of the portfolio what is the standard deviation of the portfolio?
Chapter8: Risk And Rates Of Return
Section: Chapter Questions
Problem 1PROB
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