微信扫一扫
实时资讯全掌握
|
For assets A and B we know the following: E(RA) = 0.10, E(RB) = 0.20, Var(RA) = 0.25, Var(RB) = 0.36 and the correlation of the returns is 0.6. What is the expected return of a portfolio that is equally invested in the two assets? A. 0.3050. B. 0.1500. C. 0.2275. |