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| Chapter 4 - Diversification |
70 |
Example 1:
Tardis Intertemporal (TI) has an expected return of
15%
with a standard deviation of
20%
and
Hypothetical Resources (HR) has an expected return of
21%
with a standard deviation of
40%
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75 |
The first equation on the page should be:
σ 2
=
( w TI2 σ TI2 )
+
2 (
w TI σTI
* 1.0 *
w HR σHR
)
+
( w HR2 σ HR2 )
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