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noname [10]
3 years ago
14

Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 10% and a standard de

viation of 16%. B has an expected rate of return of 8% and a standard deviation of 12%. What is the weight of Security A in the global minimum variance portfolio? Format your answer as a percent to 2 decimal places. (e.g. XX.XX% do not show % sign)
Business
1 answer:
horrorfan [7]3 years ago
4 0

Answer:

0.43

Explanation:

The computation of the weight of Security A for the minimum variance portfolio is shown below:

Weight of security A is

= (Standard deviation of Security B) ÷ (Sum of the standard deviation of securities)

= (12%) ÷ (16% + 12%)

= (12%) ÷ (28%)

= 0.43

We simply applied the above formula so that the weight of Security A

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Answer:

equity, freedom, security, efficiency, growth

Explanation:

The economic goals include:

1. Equity: occurs in an economy when income and wealth are fairly distributed within a society.

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3 years ago
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I think this could be division of labour.
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cestrela7 [59]

Answer:

a. procedural justice

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