Contemporary Financial Management, Loose-leaf Version
Contemporary Financial Management, Loose-leaf Version
14th Edition
ISBN: 9781337090636
Author: R. Charles Moyer, James R. McGuigan, Ramesh P. Rao
Publisher: South-Western College Pub
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Chapter 8, Problem 12P

a)

Summary Introduction

To determine: Expected return on portfolio.

b)

i)

Summary Introduction

To determine: Expected risk of the portfolio (standard deviation) with a correlation of +1

b)

ii)

Summary Introduction

To determine: Expected risk of the portfolio (standard deviation) with a negative correlation of -0.2.

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