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Title: A portfolio consists of two securities: a 90-day T-bill and the S&P/TSX Composite. The expected ...
Post by: tls043 on Mar 11, 2024
A portfolio consists of two securities: a 90-day T-bill and the S&P/TSX Composite. The expected return on the T-bill is 4.5%. The expected return of the S&P/TSX Composite is 18% with a standard deviation of 30%. What is the portfolio expected return if the standard deviation for this portfolio is 50%?

▸ 30.00%

▸ 12.60%

▸ 47.00%

▸ 27.00%


Title: Re: A portfolio consists of two securities: a 90-day T-bill and the S&P/TSX Composite. The expected ...
Post by: ikidding on Mar 11, 2024
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