NISM Series XIX-E (Cat III AIF)
NISM Series XIX-E Alternative Investment Fund Managers (Cat III)
Modern Portfolio Theory And Capital Market TheoryEnglish
Exam overviewPractice session
An investor constructs a portfolio with 60% allocation to Asset A (expected return of 12%, standard deviation of 15%) and 40% allocation to Asset B (expected return of 8%, standard deviation of 10%). If the correlation coefficient between Asset A and Asset B is 0, what is the expected return and variance of the portfolio?
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