Assume that you are considering a portfolio of two assets, A and B, with 40% invested in asset A and invested 60% in asset B. Assume also that the assets have the following statistics: $$\begin{array} { | l l l l | }
\hline & \text { Return } & \text { Variance } & \text { Cavariance } \
\text { Astet A } & 20 \% & 0.20 & \
\text { Astet B } & 15 \% & 0.10 & - 0.01 \
\hline
\end{array}$$

Question

Assume that you are considering a portfolio of two assets, A and B, with 40% invested in asset A and invested 60% in asset B. Assume also that the assets have the following statistics: $$\begin{array} { | l l l l | } 
\hline & \text { Return } & \text { Variance } & \text { Cavariance } \
\text { Astet A } & 20 \% & 0.20 & \
\text { Astet B } & 15 \% & 0.10 & - 0.01 \
\hline
\end{array}$$

Quizplus · Accepted Answer

The Answer of Assume that you are considering a portfolio of two assets, A and B, with 40% invested in asset A and invested 60% in asset B. Assume also that the assets have the following statistics: $$\begin{array} { | l l l l | } 
\hline & \text { Return } & \text { Variance } & \text { Cavariance } \
\text { Astet A } & 20 \% & 0.20 & \
\text { Astet B } & 15 \% & 0.10 & - 0.01 \
\hline
\end{array}$$

Assume That You Are Considering a Portfolio of Two Assets