Post Utme Osustech 2023 Commerce Question 3

Practice objective / multiple choice question 3 from the 2023 Post Utme Osustech Commerce examination.

Post Utme Osustech 2023 Commerce Objective / Multiple Choice
Question 3 POST_UTME_OSUSTECH • 2023 • COMMERCE • objective

A company has a portfolio of assets with the following returns: 5% for Asset A, 7% for Asset B, and 9% for Asset C. If the company wants to create a portfolio with an expected return of 8%, and the standard deviation of the portfolio is 12%, what is the optimal weight of Asset A in the portfolio?

Answer Options

A. 0.2
B. 0.3
Correct Answer C. 0.4
D. 0.5
Correct Answer
C
Correct Option:
0.4

About This Question

This is Post Utme Osustech 2023 Commerce Question 3. It is one of the objective questions from the 2023 Post Utme Osustech Commerce examination.

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