Portfolio Standard Deviation Security F has an expected return of 10 percent and a standard deviation of 43 percent per year. Security G has an expected return of 15 percent and a standard deviation of 62 percent per year.
a. What is the expected return on a portfolio composed of 30 percent of Security F and 70 percent of Security G ?
b. If the correlation between the returns of Security F and Security G is .25, what is the standard deviation of the portfolio described in part (a)?
We need at least 10 more requests to produce the solution.
0 / 10 have requested this problem solution
The more requests, the faster the answer.