who can give me the example like this:(also give me the
answer,Tell me what formula should use to calculate and
how to use those formulas.)thank you
Known:
risk profolio.
expect return and variance of stock A.
expect return and variance of stock B.
The yield correlation coefficient of two stocks.
Risk combination characteristics
Question:
expect return.
variance.
Build a complete portfolio according to the investor's
requirements.
How many should investors invest in risk portfolios and security
assets(T-bill).
Calculating the sharp...