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1. An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 25% and a standard deviation of return of 10%. Stock B has an expected return of 11% and a standard deviation of return of 10%.The correlation coefficient between the returns of A and B is -0.5. The risk-free rate of return is 5%. The proportion of the optimal risky portfolio that should be invested in stock A is _________. Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05"
2. An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 25% and a standard deviation of return of 10%. Stock B has an expected return of 11% and a standard deviation of return of 10%.The correlation coefficient between the returns of A and B is -0.5. The risk-free rate of return is 5%. The expected return on the optimal risky portfolio is _________. Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05"
3. An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 25% and a standard deviation of return of 10%. Stock B has an expected return of 11% and a standard deviation of return of 10%.The correlation coefficient between the returns of A and B is -0.5. The risk-free rate of return is 5%. The standard deviation of return on the optimal risky portfolio is _________. Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05"
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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