Note-2Q7(5) - Sample file for computation

Note-2Q7(5) - Sample file for computation - 0.46 8.25 1.07...

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Lecture Note-2 Q7-(5) 1.Basic Information 3.Risk-Return Profile of the Portfolio E[rA] 13.20 E(rp) s(rp) E[rB] 7.70 9.90 1.08 s(A) 1.50 8.80 1.05 s(B) 1.10 8.53 1.06 Cov(A,B) 0.76 9.13 1.05 Corr(A,B)
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Unformatted text preview: 0.46 8.25 1.07 2.Weight of Portfolio-A Note: This is a return (not an excess return) (4) 0.40 Hence, I use rA and rB #1 0.20 #2 0.15 #3 0.26 #4 0.10...
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This note was uploaded on 09/23/2008 for the course ECON 106v taught by Professor Miyakawa during the Summer '08 term at UCLA.

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