BUSN 379 - Find the expected return and variance of a two-asset portfolio
Question # 00494754
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Updated on: 03/03/2017 07:19 AM Due on: 03/03/2017
Find the expected return and variance of a two-asset portfolio, 65% bonds and 35% stocks. The expected return is 6% for bonds and 10% for stocks. The variances are 12% for bonds and 25% for stock. Assume that the correlation coefficient between bonds and stock = 0.
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Solution: BUSN 379 - Find the expected return and variance of a two-asset portfolio