Security A Expected Return Standard Deviation 0.08 0 B 0.1 0.2 C 0.2 0.4 p23 is -1

Entrepreneurial Finance
6th Edition
ISBN:9781337635653
Author:Leach
Publisher:Leach
Chapter4: Preparing And Using Financial Statements
Section: Chapter Questions
Problem 16DQ
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Hi,

I am unsure how to calculate he risk of the portfolio as well as the expected return. It consists of securities B and C. Can you please show me the steps in solving this?

Thank you

 

Security
A
Expected Return Standard Deviation
0.08
0
B
0.1
0.2
C
0.2
0.4
p23 is -1
Transcribed Image Text:Security A Expected Return Standard Deviation 0.08 0 B 0.1 0.2 C 0.2 0.4 p23 is -1
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