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Title: Suppose you plan to create a portfolio with two securities: Tobin and Bino, with weights to be ... Post by: thatguy67 on Mar 11, 2024 Suppose you plan to create a portfolio with two securities: Tobin and Bino, with weights to be greater than or equal to zero. The expected return of Tobin is 10 percent with a standard deviation of 12 percent. The expected return of Bino is 16 percent with a standard deviation of 20 percent. The correlation between the two securities is 0.30.
a) What percentage of your investment should be invested in Tobin to obtain a portfolio standard deviation of 12.2638 percent? b) What is the expected return of the portfolio? Title: Re: Suppose you plan to create a portfolio with two securities: Tobin and Bino, with weights to be ... Post by: annalass on Mar 11, 2024 Content hidden
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