Please answer this and do not copy paste from answers. How would you fully allocate 1,000,000 with non-negative weights be
Posted: Mon May 02, 2022 8:51 am
Please answer this and do not copy paste from answers.
How would you fully allocate 1,000,000 with non-negative weights
between two uncorrelated stocks, one with expected return 12% and
standard deviation of returns 11% and the other with expected
return 12% and standard deviation of returns 12.5% so you have a
minimal standard deviation of portfolio. Calculate allocation with
precision up to 1 dollar.
How would you fully allocate 1,000,000 with non-negative weights
between two uncorrelated stocks, one with expected return 12% and
standard deviation of returns 11% and the other with expected
return 12% and standard deviation of returns 12.5% so you have a
minimal standard deviation of portfolio. Calculate allocation with
precision up to 1 dollar.