jeancarlo1107

27.11.2019 • 

Business

An investor can design a risky portfolio based on two stocks, a and b. the standard deviation of return on stock a is 20%, while the standard deviation on stock b is 15%. the correlation coefficient between the returns on a and b is 0%. the rate of return for stocks a and b is 20% and 10% respectively. the standard deviation of return on the minimum-variance portfolio is

Ответ:

sbanoali6120

10.03.2023

Business

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Take a deep breath, close your eyes, imagine an audience leaning forward listening so close, open your eyes, smile, say "I got this", and go give your speech. If you try it it it only takes seconds. You can add in an extra deep breath

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