Page 1 of 1

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
by answerhappygod
What Happens To The Expected Return And Risk Of The Portfolio If The Correlation Between Sp500 And The Rbc Increases To 1
What Happens To The Expected Return And Risk Of The Portfolio If The Correlation Between Sp500 And The Rbc Increases To 1 (8.58 KiB) Viewed 12 times
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?