If the CORR between stock are as follows CORR(A,B)=.85 (A,C)=.60 (A,D)=.45 and expected

QuestionsCategory: FinanceIf the CORR between stock are as follows CORR(A,B)=.85 (A,C)=.60 (A,D)=.45 and expected
Corinne Gardner asked 1 year ago
If the CORR between stock are as follows
CORR(A,B)=.85
(A,C)=.60
(A,D)=.45
and expected return is 8% and standard deviation is 20% what would be the best portfolio and why?

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