Mathematics, 11.01.2020 03:31 dondre54
As a portfolio manager you are allowed to invest in two different ats: a and b, with annualised volatilities 10% and 20% respectively. here, volatility means the standard deviation of the asset ssume that a and b asset returns are independent. what is the smallest portfolio volatility that can be achieved by investing only in these two assets? select the closest answer. pick one of the choices 09.3% 10% 8.9% 15%
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As a portfolio manager you are allowed to invest in two different ats: a and b, with annualised vol...
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