Question #11

Question #11 - Stock(Ws Bond(WB StandardDeviation...

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Standard Deviation (%) Expected Return (%) 0 1 15.0% 10.0% Given: 0.1 0.9 14.1% 10.8% ρ 0.2 0.8 13.9% 11.6% s σ 0.3 0.7 14.5% 12.4% B σ 0.4 0.6 15.7% 13.2% E(s) 0.5 0.5 17.4% 14.0% E(B) 0.6 0.4 19.5% 14.8% Slope 0.7 0.3 21.9% 15.6% 0.8 0.2 24.5% 16.4% 0.9 0.1 27.2% 17.2% 1 0 30.0% 18.0% CAL  x y 0 8.0% 0.05 9.7% 0.1 13.2% 0.15 18.5% 0.2 25.4% 0.25 34.2% 0.3
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Question #11 - Stock(Ws Bond(WB StandardDeviation...

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