题目
Assume the following information for stocks A and B.Expected return on Stock A = 18%Expected return on Stock B = 23%Correlation between returns of Stock A and Stock B = 0.10Standard deviation of returns on Stock A = 40%Standard deviation of returns on Stock B = 50%The expected return and standard deviation of an equally weighted portfolio of stocks A and B are closest to:
选项
A.Expected return (%)20.5,Standard deviation (%)33.54
B.Expected return (%)20.5,Standard deviation (%)11.22
C.Expected return (%)33.5,Standard deviation (%)11.22
D.Expected return (%)33.5,Standard deviation (%)33.54
答案
A
解析
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