SCS and HVN are both service companies. Their historical returns for the past three years are: SCS: - 5%, 17%, 25%; HVN:
Posted: Sun May 29, 2022 6:28 pm
SCS and HVN are both service companies. Their historical returns
for the past three years are: SCS: - 5%, 17%, 25%; HVN: 3%, 18%,
30%. What are the expected return and the standard deviation of
portfolio with 30% of the funds invested in SCS and 70% in HVN
(approximately)? Knowing that cov (SCS, HVN) = 0.01891.
for the past three years are: SCS: - 5%, 17%, 25%; HVN: 3%, 18%,
30%. What are the expected return and the standard deviation of
portfolio with 30% of the funds invested in SCS and 70% in HVN
(approximately)? Knowing that cov (SCS, HVN) = 0.01891.