Business
Business, 21.04.2020 19:00, mconcepcionmilp7rfkn

You have $ 10 comma 000 to invest. You decide to invest $ 20 comma 000 in Google and short sell $ 10 comma 000 worth of Yahoo! Google's expected return is 15 % with a volatility of 30 % and Yahoo!'s expected return is 12 % with a volatility of 25 %. The stocks have a correlation of 0.90. What is the expected return and volatility of the portfolio? The expected return is

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You have $ 10 comma 000 to invest. You decide to invest $ 20 comma 000 in Google and short sell $ 10...

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