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book International Financial Management 6th Edition by Sanjiv Eun, Cheol Resnick, Bruce Sabherwal cover

International Financial Management 6th Edition by Sanjiv Eun, Cheol Resnick, Bruce Sabherwal

النسخة 6الرقم المعياري الدولي: 978-0071316972
book International Financial Management 6th Edition by Sanjiv Eun, Cheol Resnick, Bruce Sabherwal cover

International Financial Management 6th Edition by Sanjiv Eun, Cheol Resnick, Bruce Sabherwal

النسخة 6الرقم المعياري الدولي: 978-0071316972
تمرين 2
Suppose we obtain the following data in dollar terms: Suppose we obtain the following data in dollar terms:   The correlation coefficient between the two markets is 0.58. Suppose that you invest equally, i.e., 50% each, in the two markets. Determine the expected return and standard deviation risk of the resulting international portfolio. The correlation coefficient between the two markets is 0.58. Suppose that you invest equally, i.e., 50% each, in the two markets. Determine the expected return and standard deviation risk of the resulting international portfolio.
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The risk adjusted performance measure of...

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International Financial Management 6th Edition by Sanjiv Eun, Cheol Resnick, Bruce Sabherwal
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