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Fill in the missing information assuming a correlation of .30.
Portfolio Weights
Stocks Bonds Expected return Standard Deviation
1.00 12% 21%
0.80
0.60
0.40
0.20
0.00 7% 12%

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Fill in the missing information assuming a correlation of -30- Portfo.docx

  • 1. Fill in the missing information assuming a correlation of .30. Portfolio Weights Stocks Bonds Expected return Standard Deviation 1.00 12% 21% 0.80 0.60 0.40 0.20 0.00 7% 12%