Business
Business, 02.10.2019 05:20, crimhill

An investor can design a risky portfolio based on two stocks, a and b. stock a has an expected return of 18% and a standard deviation of return of 20%. stock b has an expected return of 14% and a standard deviation of return of 5%. the correlation coefficient between the returns of a and b is .50. the risk-free rate of return is 10%. the proportion of the optimal risky portfolio that should be invested in stock a is

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An investor can design a risky portfolio based on two stocks, a and b. stock a has an expected retur...

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