Please use the following assets to calculate the minimum variance portfolio. What is the standard Deviation of that port
Posted: Sat Nov 27, 2021 5:36 pm
Please use the following assets to calculate the minimum
variance portfolio. What is the standard Deviation of that
portfolio?
Probability Stock A
Stock B
.25
10%
2%
.2
15%
6%
.25
6%
9%
.1
5%
9.5%
.3
-2%
8%
try to answer it even if probability sum not equal to 1
variance portfolio. What is the standard Deviation of that
portfolio?
Probability Stock A
Stock B
.25
10%
2%
.2
15%
6%
.25
6%
9%
.1
5%
9.5%
.3
-2%
8%
try to answer it even if probability sum not equal to 1