Capitec Bank Ltd has two loans for R5, 000,000 each. One loan has an expected […]
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Tag: two-asset portfolio variance
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Calculate the portfolios expected return.
Your bank has a portfolio of two assets to the value of R10, 000. Both […]
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Correlation coefficient,
We have two investments, Investment Yoga and Investment gym. The returns for investment Yoga are […]
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Portfolio standard deviation, variance.
The example used here has been extracted from Correia et al (1993), for 5 years, […]