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Portfoy Beklenen Dönü? Standart Sapma 0

Finance Dec 24, 2020

Portfoy Beklenen Dönü? Standart Sapma 0.16 w 0.11 0.13 0.14 ? 0.10 0.12 Y 0.12 0.15 N

Expert Solution

Coefficient of Variation=Standard Deviation/Expected returns

W
=0.16/0.11=1.45454545454545

X
=0.14/0.13=1.07692307692308

Y
=0.12/0.1=1.2

Z
=0.15/0.12=1.25

Lower the coefficient of variation, better the portfolio is

X Rank 1
Y Rank 2
Z Rank 3
W Rank 4

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