Standard Deviation Assignment | Homework for You
November 30th, 2019
a. What are the investment proportions in the minimum-variance portfolio of the two risky funds, and what is the expected value and standard deviation of its rate of return?
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b. What is the Sharpe ratio of the best CAL?
c. You require that your portfolio yield an expected return of 7%, and that it be efficient on the best feasible CAL.
a. What is the standard deviation of your portfolio?
b. What is the porportion invested in the T-bill and each of the two risky funds? Get Economics homework help today