Mathematics, 11.01.2020 03:31 dondre54
As a portfolio manager you are allowed to invest in two different ats: a and b, with annualised volatilities 10% and 20% respectively. here, volatility means the standard deviation of the asset ssume that a and b asset returns are independent. what is the smallest portfolio volatility that can be achieved by investing only in these two assets? select the closest answer. pick one of the choices 09.3% 10% 8.9% 15%
Answers: 2
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The number of lattes sold daily for two coffee shops is shown in the table: lattes 12 52 57 33 51 15 46 45 based on the data, what is the difference between the median of the data, including the possible outlier(s) and excluding the possible outlier(s)? 48.5 23 8.4 3
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Tamar is measuring the sides and angles of tuv to determine whether it is congruent to the triangle below. which pair of measurements would eliminate the possibility that the triangles are congruent
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Mathematics, 22.06.2019 02:30
Me answer this question: -2/3p + 1/5 - 1 + 5/6p i think the simplified expression is 1/6p - 4/5 correct me if i'm wrong, and explain it! if i have it right, just tell me. you so
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As a portfolio manager you are allowed to invest in two different ats: a and b, with annualised vol...
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