са IB te x fe B А Question 4 X Ltd. and Y Ltd have the following risk and retum estimate Rx = 10%; Ry=11%, S = 9% 5, = 7.56 Correlation coefficient, -! 5 Calculate the proportion of investment ofx Ltd and Yled to minimize the rate 6 portfolio using the Wm

匿名用户 最后更新于 2021-11-29 14:53 金融Finance


са IB te x fe B А Question 4 X Ltd. and Y Ltd have the following risk and retum estimate Rx = 10%; Ry=11%, S = 9% 5, = 7.56 Correlation coefficient, -! 5 Calculate the proportion of investment ofx Ltd and Yled to minimize the rate 6 portfolio using the Wmin formula or Goal Seek as per the Minimum Varane arte 7 Compute the portfolio standard deviation under maniem portalo therry 8 9 10 Solution: (to be solved in the space below) 12 13 15 16 18 19

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