-stock has mean of 10% and stdev of 15%; - bond has mean of 6% and stdev of 10%; -correlation b/w stock and bond of -0.4; -Risk free rate for cash lending and borrowing is at 2%. What is the mean and...


-stock has mean of 10% and stdev of 15%;


- bond has mean of 6% and stdev of 10%;


-correlation b/w stock and bond of -0.4;


-Risk free rate for cash lending and borrowing is at 2%.


What is the mean and stdev of a portfolio of that is 90% in stock and 60% in bond, and the rest in cash (borrowing at cash rate of 2% if needed



Jun 06, 2022
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