Solution-How much is the risk and return of the portfolio

How much is the risk and return of the portfolio

Reference no: EM131435871

Question: A portfolio consists of three securities P,Q,R with the following parameters. Details P Q R Retrurn 25.0 22.0 20.0 SD 30.0 26.0 24.0 The co-relation co-coefficients are c(PQ)=-0.5,c(QR)=0.4 and c(PR)=0.6 If the securities are equally weighted, how much is the risk and return of the portfolio.

Reference no: EM131435871

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How much is the risk and return of the portfolio : A portfolio consists of three securities P,Q,R with the following parameters. Details P Q R Retrurn 25.0 22.0 20.0 SD 30.0 26.0 24.0 The co-relation co-coefficients are c(PQ)=-0.5,c(QR)=0.4 and c(PR)=0.6 If the securities are equally weighted , ho..

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How much is the risk and return of the portfolio

Reference no: EM131435871

Reference no: EM131435871

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