Mathematics, 11.01.2020 03:31 dondre54
As a portfolio manager you are allowed to invest in two different ats: a and b, with annualised volatilities 10% and 20% respectively. here, volatility means the standard deviation of the asset ssume that a and b asset returns are independent. what is the smallest portfolio volatility that can be achieved by investing only in these two assets? select the closest answer. pick one of the choices 09.3% 10% 8.9% 15%
Answers: 2
Mathematics, 21.06.2019 14:00, chocolate1294
The revenue generated by a bakery over x months, in thousands of dollars, is given by the function f(x) = 2(1.2)* the cost of running the bakery forx months, in thousands of dollars, is given by the function g(x) = 2x + 1.4determine the equation for h if h(x) = f(x) - g(x).oa. m(x) = (1-2)*-x-07b.(x) = 2(1 2 - 2x -0.7)h(x) = -2((1.2) + x + 0.7)d. h(x) = 2((12) - x-0.7)
Answers: 1
Mathematics, 21.06.2019 15:10, sbelgirl2000
Figure abcde is a regular pentagon. segment ae is located at a (2, 1) and e (4, 1). what is the perimeter of abcde? 4 units 6 units 8 units 10 units
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Mathematics, 21.06.2019 15:20, HelenKellerwasaSlutt
Which matrix multiplication is possible?
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As a portfolio manager you are allowed to invest in two different ats: a and b, with annualised vol...
Mathematics, 26.09.2019 16:30
Mathematics, 26.09.2019 16:30
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Mathematics, 26.09.2019 16:30
Mathematics, 26.09.2019 16:30