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An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 12% and a standard deviation of return of 10%. Stock B has an expected return of 6% and a standard deviation of return of 4%.The correlation coefficient between the returns of A and B is 0.5. The risk-free rate of return is 4%. The proportion of the optimal risky portfolio that should be invested in stock A is _________.
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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