UGBA 103 _4 Answers - 9.47 h all these portfolios also are...

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UGBA 103 Assignment #4 Answers Problem 1 Stocks sd var w w*w Bond sd var w w*w Int sd var w w*w 16 12 144 0.30 0.09 12 6 36 0.30 0.09 21 15 225 0.40 0.16 16 12 144 0.25 0.06 12 6 36 0.20 0.04 21 15 225 0.55 0.30 16 12 144 0.20 0.04 12 6 36 0.40 0.16 21 15 225 0.40 0.16 16 12 144 0.20 0.04 12 6 36 0.20 0.04 21 15 225 0.60 0.36 Portfolio Portfolio Portfolio return variance std. dev. (risk) (in %) (in %) (in %) 16.80 89.61
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Unformatted text preview: 9.47 h all these portfolios also are on the efficient frontier 17.95 112.89 10.63 i 16.40 83.17 9.12 j 18.20 120.43 10.97 k 17.10 104.59 10.23 e 15.80 82.87 9.10 f 16.30 83.81 9.15 g portfoilio g is now eliminated by comparison with j...
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