Standard deviation
12%
16%
18%
weight of abc and xyz
70%
30%
0
weight of abc and mno
50%
0
50%
Weight of Xyz andMno
0
60%
40%
market rate of return
20%
14%
16%
risk free rate
12%
correlation coefficient:
between abc and xyz
-70%
between abc and mno
70%
between xyz and mno
30%
risk free rate
12%
99% confidence level
Required:(a) Calculate the portfolio risk of the 3 two asset portfolio combinations(b) Calculate the VaR of the two possible assets combinations(c ) calculate the minimum profit that the two assets combinations will yield
The post invest in securities appeared first on Homework Aider.
What Students Are Saying About Us
.......... Customer ID: 12*** | Rating: ⭐⭐⭐⭐⭐"Honestly, I was afraid to send my paper to you, but you proved you are a trustworthy service. My essay was done in less than a day, and I received a brilliant piece. I didn’t even believe it was my essay at first 🙂 Great job, thank you!"
.......... Customer ID: 11***| Rating: ⭐⭐⭐⭐⭐
"This company is the best there is. They saved me so many times, I cannot even keep count. Now I recommend it to all my friends, and none of them have complained about it. The writers here are excellent."
"Order a custom Paper on Similar Assignment at essayfount.com! No Plagiarism! Enjoy 20% Discount!"
