John invests three fourth of his wealth in Nestle Corporation and remaining in General Motors Company. The expected return of Nestle Corporation is 12% and of General Motors Company is 15%. The total...

John invests three fourth of his wealth in<br>Nestle Corporation and remaining in General<br>Motors Company. The expected return of<br>Nestle Corporation is 12% and of General<br>Motors Company is 15%. The total risk of<br>Nestle Corporation and General Motors<br>Company is 9% and 11%, respectively.<br>Moreover, the correlation between them is<br>0.65. Calculate:<br>Expected return of portfolio<br>Portfolio risk<br>

Extracted text: John invests three fourth of his wealth in Nestle Corporation and remaining in General Motors Company. The expected return of Nestle Corporation is 12% and of General Motors Company is 15%. The total risk of Nestle Corporation and General Motors Company is 9% and 11%, respectively. Moreover, the correlation between them is 0.65. Calculate: Expected return of portfolio Portfolio risk

Jun 10, 2022

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John invests three fourth of his wealth in Nestle Corporation and remaining in General Motors Company. The expected return of Nestle Corporation is 12% and of General Motors Company is 15%. The total...

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