Post Utme Rsu 2019 Commerce Question 40
Practice objective / multiple choice question 40 from the 2019 Post Utme Rsu Commerce examination.
A company has a portfolio of two assets: stock A and stock B. The expected return on stock A is 10% and the standard deviation is 20%. The expected return on stock B is 12% and the standard deviation is 15%. If the company wants to create a portfolio with an expected return of 11% and a standard deviation of 12%, what is the optimal weight of stock A in the portfolio?
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About This Question
This is Post Utme Rsu 2019 Commerce Question 40. It is one of the objective questions from the 2019 Post Utme Rsu Commerce examination.
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