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- 2011-5-24
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- 2012-9-12
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Let's say Stock A's price is $5 while Stock B has a price of $2.
50 stocks A require investment of $250. We can get $50 by short selling Stock B.
Our total portfolio comprises of (+$250 & -$50) or weights of (+125% & -25%)
Using these weights, in addition to expected return, standard deviation, and covariances you can find expected return and standard deviation. |
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发表于 2011-7-11 19:08
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