Question

Mr. Omega decides to invest 40% of his funds in securities A and 60% in B of which expected
returns are 10% and 17%The standard deviation of theses retums are 17% and 25%. However he wants the
standard deviation of the portfolio must be 25% only. What should be the correlation coefficient between the
returns of A and B so that he can can build its portfolio. What will be the expected return of the portfolio.​

Answer 1

Explanation:

13%

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