Standard deviation-expected return of variance portfolio

Assignment Help Financial Management

Reference no: EM131324781

You are going to invest in Asset J and Asset S. Asset J has an expected return of 13.8 percent and a standard deviation of 54.8 percent. Asset S has an expected return of 10.8 percent and a standard deviation of 19.8 percent. The correlation between the two assets is .50. What are the standard deviation and expected return of the minimum variance portfolio?

Reference no: EM131324781

Questions Cloud

Corporate dividends received deduction : We've all heard that corporate income is subject to double taxation; once at the corporate level and again at the individual level after dividends are distributed. Congress has put in place a dividends received deduction to mitigate a similar problem..

Type of macromolecule are they : Steroid hormones, such as testosterone, are derived from cholesterol. What type of macromolecule are they?

What is the present value of a perpetuity : What is the Present Value of a perpetuity of $100 per year if the first payment will be received one year from now and the appropriate interest rate is 8% per year? Continuing the previous problem, what is the present value of this perpetuity if the ..

Write paper on whistlebowing : Write a ten page paper on one of the following topics: Whistlebowing. Utilize at least three essays from Resources. You are invited to also utilize outside sources

Standard deviation-expected return of variance portfolio : You are going to invest in Asset J and Asset S. Asset J has an expected return of 13.8 percent and a standard deviation of 54.8 percent. Asset S has an expected return of 10.8 percent and a standard deviation of 19.8 percent. The correlation between ..

How you will support the concept of continuous integration : How you will support the concept of continuous integration on such a large team that spans across multiple locations and companies? How will you control changes to both documentation and code? Be specific and detailed.

What can be done to reduce juvenile drug use : Describe two or more types of effective delinquency prevention programs. What are the principles of the most effective programs to reduce gang delinquency? What can be done to reduce juvenile drug use? Is decriminalization a possible solution?

What type of macromolecule are they : Steroids hormones,such as testosterone, are derived from cholesterol. What type of macromolecule are they?

Discovered by robert brown and in which year : Which genetic material was discovered by Robert Brown and in which year.

User Account

All Pages