试题与答案

Analysis of two mutual funds, a stock fund

题型:单项选择题

题目:

Analysis of two mutual funds, a stock fund-S and a bond fund B, yields the following results: S: Expected Return=0.14 Standard deviation=0.24 B: Expected Return=0.08 Standard deviation=0.14 Covariance between rates of return for S and B=0.00672 A portfolio with equal amounts of S and B will have expected return and standard deviation of:()

A. 0.11 and 0.0580.

B. 0.11 and 0.1393.

C. 0.19 and 0.1393.

答案:

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参考答案:对

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