Multiple Choice
A stock has an expected return of 14 percent and a standard deviation of 61 percent. What is the weight of the stock in the minimum variance portfolio consisting of the stock and the risk-free asset?
A) .00
B) .18
C) .06
D) .21
E) .32
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q22: The portfolio risk that decreases as the
Q23: If the correlation between two assets is
Q24: A particular portfolio has an expected return
Q25: Which of the following assets cannot lie
Q26: _ is a statistical measure of the
Q28: The major benefit of diversification is to:<br>A)
Q29: While Stock A has a standard deviation
Q30: The extra compensation paid to an investor
Q31: Variance is a measure of<br>A) Return<br>B) Risk<br>C)
Q32: The minimum correlation is _ and the