Portfolio contains of two assets. Asset A has an expected return of 2% and asset...
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Finance
Portfolio contains of two assets. Asset A has an expected return of 2% and asset B has an expected return of 7%.
a. What is the expected return of a portfolio containing both of these assets given that the standard deviation for A is 1% and for B is 3%.
b. Calculate the Value at Risk estimate for the portfolio of 1 million EUR for the next two years.
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