You are a portfolio manager, currently hold two assets (A, and B). The detail for A and B are given below Market Condition | Probability | A | B Return | | 12 | 9 Standard deviation | | 11 | 10 investment | | $40,000 | 60,000 Correlation between A, and B | 0.50 | |
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Calculate the market condition return and standard deviation for both assets. Market condition return: $40,000 / $1,000,000 = 12.00% Standard deviation: $40,000 * $1,000,000 = $40,000,000 Show more…
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