Investments
Investments
11th Edition
ISBN: 9781259277177
Author: Zvi Bodie Professor, Alex Kane, Alan J. Marcus Professor
Publisher: McGraw-Hill Education
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Chapter 7, Problem 7PS
Summary Introduction

To calculate: The numerical value of the proportion of the each asset and expected return along with the standard deviation of the optimal risky portfolio.

Introduction: The portfolio risk is defined as the combination of assets which carries its own risk with each investment.

The standard deviation is used to determine that in which manner the values from a data set vary from its mean value. This is calculated by the square root of the variance.

  standard deviation=variance

The expected return is defined as the return which is obtained on the risky asset that is expected in future.

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