Question

Portfolio theory as described by markowitz is most concerned with

Answer 1

Explanation:

The standard deviation of a two-asset portfolio is a linear function of the assets' weights when the assets have a correlation coefficient equal to. ... borrow some money at the risk-free rate and invest in the optimal risky portfolio. This also implies that the investors must invest ...

Answer 2

Explanation:

the standard deviation of a set is linear function of acids with the Asit have a correlation coefficient