The stock market of country A has an expected return of 8%, and standard deviation of expected return of 5%. The stock market of country B has an expected return of 16% and standard deviation of expected return of 10%.
Assume that the correlation of expected return between A and B is negative 1. Calculate the standard deviation of expected return of the portfolio in the last question.
Correct Answer:
Verified
Q87: Calculate the euro-based return an Italian investor
Q88: The stock market of country A has
Q89: The stock market of country A has
Q90: The stock market of country A has
Q91: The stock market of country A has
Q93: Calculate the euro-based return an Italian investor
Q94: The stock market of country A has
Q95: Calculate the euro-based return an Italian investor
Q96: Calculate the euro-based return an Italian investor
Q97: The stock market of country A has
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents