Consider two risky securities, A and B, with a correlation coefficient of 0.40. Security A has an expected rate of return of 12% and a standard deviation of return of 18%. B has an expected rate of return of 22% and a standard deviation of return of 34%. If a risk-free asset with a rate of 0.04 is available to buy/sell, the weight of security A in the optimal portfolio is

infinitely many solutions

step-by-step explanation:

we have been given the equation;

2(2x + 3) = -4 + 2(2x + 5)

we need to determine the value of x.

2(2x + 3), we expand this expression to obtain 4x + 6

similarly 2(2x + 5) will become 4x + 10

now we have;

4x + 6 = -4 + 4x + 10

4x + 6 = 4x + 10 - 4

4x + 6 = 4x + 6

the expression on the left hand side is identical to the one on the right hand side. therefore, we are looking at just a single straight line whose equation is;

y = 4x + 6

consequently, we shall have infinitely many solutions

anser is a

step-by-step explanation:

negitive slope

answer: evaluate the objective function at each vertex to determine which - and -values, if any, maximize or minimize the function. example: find the minimum value and maximum value of the objective function f ( x , y ) = 4 x + 5 y , subject to the following constraints

all the angles opposite to the angle 150 would be 150 and all the angles that are next to 150 are 30 because they equal 180 it you add it up.

step-by-step explanation: