Assume that 2 secutities constitu the market portfolio.Those securities have the following expected returns,standard deviations,and proportions.
Securities Expexted Return Standard deviation Proportion
A 10% ...Assume that 2 secutities constitu the market portfolio.Those securities have the following expected returns,standard deviations,and proportions.
Securities Expexted Return Standard deviation Proportion
A 10% 20% 0.4
B 15% 28% 0.6
Give the correlation of 0.30 between the two secutities and a riskfree rate of 5%.specify the equation for the CML.展开 |
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