What happens to the expected return and risk of the portfolio if the correlation between SP500 and the RBC increases to
Posted: Wed Jul 06, 2022 5:59 am
What happens to the expected return and risk of the portfolio if the correlation between SP500 and the RBC increases to 0.8? What happens to the expected return and risk of the portfolio if the correlation between SP500 and the RBC decreases to -0.8?