SECTION B: 10 Marks Using the data presented in the table to below, determine the following: a) Optimum Weight of the Po

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SECTION B: 10 Marks Using the data presented in the table to below, determine the following: a) Optimum Weight of the Po

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Section B 10 Marks Using The Data Presented In The Table To Below Determine The Following A Optimum Weight Of The Po 1
Section B 10 Marks Using The Data Presented In The Table To Below Determine The Following A Optimum Weight Of The Po 1 (26.01 KiB) Viewed 22 times
SECTION B: 10 Marks Using the data presented in the table to below, determine the following: a) Optimum Weight of the Portfolio 3 Marks b) Portfolio Variance (based on optimum weight) 5 Marks c) Standard Deviation 2 Marks State of Economy Boom Normal Recession Probability 0.2 20% 0.55 55% 0.25 25% Asset A Return 22% 14% 7% Asset B Return 6% 10% 12%
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