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thatguy67 thatguy67
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4 months ago
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?
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
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annalassannalass
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4 months ago
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thatguy67 Author
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4 months ago
Just got PERFECT on my quiz
nsak
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Yesterday
Thanks
jbag1237
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2 hours ago
Helped a lot
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