Suppose that a market portfolio consists of two securities with.....

匿名用户 最后更新于 2021-06-29 12:55 其他 All Others

Suppose that a market portfolio consists of two securities with the following expected rate of return, standard deviation and ratio.

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Based on this information and given a correlation coefficient of 0.30 between the two securities and a risk-free return of 5%, write the equation for the capital market line.

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