A portfolio has to be created that includes two assets x an, Ask an Expert

Finance

A portfolio has to be created that includes two assets, X an Y. THe standard deviation of X and Y are 9% and 0% respectively. The correlation between the two assets is 0. What proportion of your portfolio must be invested in X so that the standard deviation of your portfolio is 6%? (The answer is 0.67 - need to know how it's calculated.) Step -by-step calculation applying relevant formula is required. EXCEL IS NOT ALLOWED (I know the answer because I used Excel - the solution I seek here is the one based on non-excel calucation)

View complete question

Financial Management, Finance

Category:- Financial Management
Reference No.:- M92727078

Have any Question?Write your Review or question?

Related Questions in Financial Management

Assignment the art of negotiationresearch a current

Assignment : The Art of Negotiation Research a current conflict or negotiation in progress from the last 6 months like peace talks in the Middle East, a corporate merger, a labor dispute, etc. Write a six to eight (6-8) ...

Process improvement projectfor this assignment select

Process Improvement Project For this assignment select either your own organization or an organization about which you know enough to review the supply chain processes and identify a process that can be improved in your ...

Case project managementnote use excel spreadsheetto carry

Case: Project Management NOTE : Use Excel Spreadsheet to carry on this project. Only ONE file is needed for the project. You can use several sheets within the same file. (ODD GROUPS) Dream Team Productions, a firm hired ...

As you have read and researched web analytics is used

As you have read and researched, web analytics is used extensively in higher education. Continue to research and source at least 5 different ways how web analytics is used by higher education institutions. You must provi ...

Part 1 trade receivables1 for purposes of answering the

Part 1: Trade Receivables 1. For purposes of answering the questions in this part, only consider "Trade Receivables." a. What is the amount of Trade Receivables that customers owe Coors at the end of fiscal 2002? b. What ...

Consider the following statistics from a recent survey

Consider the following statistics from a recent survey highlighting the importance of a solid UX strategy : • 95 percent of users said they agree with the following statement: "Good user experience just makes sense." • 8 ...

Case 1 hedging currency risks at aifsinstructionsplease

Case 1: Hedging Currency Risks at AIFS Instructions: Please download the case and accompanying material from the HBS link that I provided on Canvas. For your analysis of the case, I am asking you put yourself in the shoe ...

Part ibullrequirement 1 using these two dashboards describe

Part I • Requirement 1: Using these two Dashboards, describe Sales and Cost of Goods Sold (COGS) in a short memo • Requirement 2: Using Tableau, recreate the first Dashboard (Sales by Store). The Summary box is optional. ...

Introductionlast week you determined the root causes of the

Introduction Last week, you determined the root cause(s) of the problem you are trying to resolve for your final paper. As a reminder, the decision you are working on is the one that you selected in week two. This week, ...

Part aweek 1in order to properly implement a strategic plan

Part A Week 1: In order to properly implement a strategic plan, organizations use structure, various control systems (budgets, variance analysis, policies and procedures, company rules), and culture. Let us revisit Gener ...

4,153,160 Questions Asked
13,132 Experts
2,558,936 Questions Answered

Ask Experts for help!!

Looking for Assignment Help?

Start excelling in your Courses, Get help with Assignment

Write us your full requirement for evaluation and you will receive response within 20 minutes turnaround time.

Ask Now Help with Problems, Get a Best Answer

Recent Questions

Ask Financial Management Expert