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An investor invests 40 percent of his wealth in a risky asset with an expected rate of return of 0.18 and a variance of 0.10 and 60 percent in a T-bill that pays 4 percent. His portfolio's e

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An investor invests 40 percent of his wealth in a risky asset with an expected rate of return of 0.18 and a variance of 0.10 and 60 percent in a T-bill that pays 4 percent. His portfolio's expected return and standard deviation are _____and ______, respectively.

0.106; 0.137

0.114; 0.112

0.096; 0.126

0.087; 0.144

0.087; 0.063

Giải thích

Chọn đáp án C