question archive You have developed the following data on a 2-stock portfolio
You have developed the following data on a 2-stock portfolio
Subject:FinancePrice: Bought3
You have developed the following data on a 2-stock portfolio. Which scenario seems to be out of place?
Scenario
Expected return
Standard deviation
L. Correlation = 1.00
0.25
0.61
M. Correlation = 0.35
0.25
0.41
N. Correlation = 0.25
0.25
0.20
O. Correlation = 0.00
0.25
0.15
P. Correlation = -1.14
0.25
0.00
Select one:
a. P
b. N
c. L
d. O
e. M
