Suppose you invest 60% of your portfolio in exxon mobil and 40% in coca cola. The expected dollar return on your exxon mobil stock is 10% and on coca cola is 15%. The standard deviation of their...


Suppose you invest 60% of your portfolio in exxon mobil and 40% in coca cola. The expected dollar return on your exxon mobil stock is 10% and on coca cola is 15%. The standard deviation of their annualized daily returns are 18.2% and 27.3%, respectively. Assuming a correlation coefficient of 1.0


Required:



  1. The portfolio expected return

  2. The portfolio variance

  3. The portfolio standard deviation



Jun 09, 2022
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