subject
Business, 19.10.2021 07:40 ChaosMind

An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 16% and a standard deviation of return of 18.0%. Stock B has an expected return of 12% and a standard deviation of return of 3%. The correlation coefficient between the returns of A and B is 0.50. The risk-free rate of return is 10%. The proportion of the optimal risky portfolio that should be invested in stock A is

ansver
Answers: 1

Another question on Business

question
Business, 22.06.2019 11:30
On average, someone with a bachelor's degree is estimated to earn times more than someone with a high school diploma. a)1.2 b)1.4 c)1.6 d)1.8
Answers: 1
question
Business, 23.06.2019 14:30
Anew japanese restaurant opens two blocks from your home. the owner, reiko, is a personal friend of yours. you don't particularly like japanese food, but you decide to go anyway; however, there is nothing on the menu that sounds appealing. unfortunately, it turns out that most of the people in your town don't like japanese cuisine either. reiko confides that business is not good, but she isn't sure what to do from an economic standpoint. which of the following would most likely describe adam smith's perspective on this problem? select one: a. reiko should ask the government for assistance. b. reiko should close the restaurant and find a different career. c. reiko should lay off workers and do everything herself to save money. d. reiko should add other foods to the menu and offer discounts to attract more people to her restaurant.
Answers: 1
question
Business, 23.06.2019 22:00
According to federal regulations, an irb must have at least two community members to fulfill membership requirements; one member whose expertise is not in a scientific area and one member who is not affiliated with the institution.
Answers: 1
question
Business, 23.06.2019 22:10
Facilitating via social media and create space for community will lead to gathering insights into how your target audience thinks, acts, and values.
Answers: 3
You know the right answer?
An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected retur...
Questions
question
Mathematics, 12.11.2020 19:50
question
Mathematics, 12.11.2020 19:50
question
Mathematics, 12.11.2020 19:50
question
History, 12.11.2020 19:50
question
Mathematics, 12.11.2020 19:50
Questions on the website: 13722360