Tyler Trucks stock has an annual return mean and standard deviation of 13 percent and 36...

Tyler Trucks stock has an annual return mean and standard deviation of 13 percent and 36 percent, respectively. Michael Moped Manufacturing stock has an annual return mean and standard deviation of 11 percent and 54 percent, respectively. Your portfolio allocates equal funds to Tyler Trucks stock and Michael Moped Manufacturing stock. The return correlation between Tyler Trucks and Michael Moped Manufacturing is .5. What is the smallest expected loss for your portfolio in the coming month with a probability of 5 percent?

am i better off trying to solve this with a calculator or with excel?

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jeff jeffy answered 1 year ago

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