In order to determine the expected return of a portfolio, all of the following must be known except:
A) the probabilities of expected returns of the individual assets.
B) the weight of each individual asset in the portfolio.
C) the expected return of each individual asset.
D) the variance of return of each individual asset and correlation of returns between assets.

Question

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The Answer of In order to determine the expected return of a portfolio, all of the following must be known except:
A) the probabilities of expected returns of the individual assets.
B) the weight of each individual asset in the portfolio.
C) the expected return of each individual asset.
D) the variance of return of each individual asset and correlation of returns between assets.

In Order to Determine the Expected Return of a Portfolio