Business, 15.07.2020 04:01 rbrummitt8029
Assume there is a fixed exchange rate between the Euro and U. S. dollar. The expected return and standard deviation of return on the U. S. stock market are 16% and 13%, respectively. The expected return and standard deviation on the DAX stock market are 11% and 18%, respectively. The covariance of returns between the U. S. and German stock market is 1.5%. If you invested 50% of your money in the German (DAX) stock market and 50% in the U. S. stock market, the expected return on your portfolio would be
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Assume there is a fixed exchange rate between the Euro and U. S. dollar. The expected return and sta...
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