Expected Return and risk of Hitech Ltd. is 13% and variance 225 % square and Expected Return and risk of Sigma Ltd is 18

Business, Finance, Economics, Accounting, Operations Management, Computer Science, Electrical Engineering, Mechanical Engineering, Civil Engineering, Chemical Engineering, Algebra, Precalculus, Statistics and Probabilty, Advanced Math, Physics, Chemistry, Biology, Nursing, Psychology, Certifications, Tests, Prep, and more.
Post Reply
answerhappygod
Site Admin
Posts: 899603
Joined: Mon Aug 02, 2021 8:13 am

Expected Return and risk of Hitech Ltd. is 13% and variance 225 % square and Expected Return and risk of Sigma Ltd is 18

Post by answerhappygod »

Expected Return and risk of Hitech Ltd. is 13% and variance 225
% square and Expected Return and risk of Sigma Ltd is 18 % and 400
% Square, the Correlation Coefficient between the two is 0.2. Find
the minimum variance portfolio. Also find the return and risk of
the minimum variance portfolio. Clearly show the diversification
benefit ? (15 MARKS)
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!
Top
Post Reply

Return to “Archived Questions & Answers”