Expected Return Standard Deviation Lo-Risk Fund (LRF) .10 .18 Hi-Risk Fund (HRF) .20 .34
Expected Return Standard Deviation Lo-Risk Fund (LRF) .10 .18 Hi-Risk Fund (HRF) .20 .34 Expected Return Standard Deviation Lo-Risk Fund (LRF) .10 .18 Hi-Risk Fund (HRF) .20 .34 You know that the correlation between returns from LRF and HRF is 0.15. (Covariance is 0.00918.) a. What is the expected return of a portfolio that is 60% LRF and 40% HRF? What is the […]
Expected Return Standard Deviation Lo-Risk Fund (LRF) .10 .18 Hi-Risk Fund (HRF) .20 .34 Read More »