Asset 1 has an expected return of 10% and a standard deviation of 20%. Asset 2 has an expected return of 15% and a standard d

Question

3 years ago

11

Asset 1 has an expected return of 10% and a standard deviation of 20%. Asset 2 has an expected return of 15% and a standard d

eviation of 30%. The correlation between the two assets is 1.0. Portfolios of these two assets will have a standard deviation ________. A. between 0% and 20% B. between 0% and 30% C. below 10% D. between 20% and 30%

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1 answer:

Sauron [17] · Answer 1 · 2022-10-30T15:56:56+03:00

Sauron [17]3 years ago

4 0

Answer:

hope this helps but b or d

Explanation:

Asset 1 has an expected return of​ 10% and a standard deviation of​ 20%. Asset 2 has an expected return of​ 15% and a standard d

Asset 1 has an expected return of 10% and a standard deviation of 20%. Asset 2 has an expected return of 15% and a standard d