Which of the following portfoilos is efficient portfolios?
Portfolio : A Expected return : 13% risk deviation : 18%
Portfolio : B Expected return : 28% risk deviation : 23%
Portfolio : C Expected return : 20% risk deviation : 18%
Please help to explain and how to find which is efficient.
Please help!
2007-10-25 10:54 pm
回答 (1)
2007-10-26 12:54 am
✔ 最佳答案
You can find out the most efficient portfolio by dividing the expected return by risk deviation that is, you can compute their per unit risk (deviation) return, higher the return per unit risk, the more efficient is:Portfolio A: 13/18=0.722 per unit risk (deviation)
Portfolio B: 28/23=1.22 per unit risk (deviation)
Portfolio C: 20/18 = 1.11 per unit risk (deviation0
Hence, portfolio B is most efficient
收錄日期: 2021-04-13 14:09:56
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