Real Estate Finance & Investments 15th Edition by William Brueggeman, Jeffrey Fisher

تمرين 2

Excel. Refer to the "Ch22_Frontier" tab in the Excel Workbook provided on the Web site. Suppose the correlation between NCREIF and the S P 500 is -20 percent. How does this change the standard deviation of the portfolio when 50 percent of the portfolio is allocated to each investment