USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)
I), Covariance (COVi,j), and Asset Weight (Wi) Are as Shown
USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)
-Refer to Exhibit 6.8. What is the expected return of a portfolio of two risky assets if the expected return E(Ri) , standard deviation ( i) , covariance (COVi,j) , and asset weight (Wi) are as shown above?
A) 6.4%
B) 9.1%
C) 10.2%
D) 10.8%
E) 11.2%
Correct Answer:
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