Particulars alfa omega expected return 2010 standard
Question: Particulars Alfa % Omega % Expected return 2010 Standard deviation 10 08
Calculate the expected return and standard deviation of a portfolio which invests 60%in Alfa and 40% in Omega for the following correlations
i) 0.9
ii) 0.1
iii) -0.6
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question particulars alfa omega expected return 2010 standard deviation 10 08calculate the expected return and
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