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    6 views1 page

    Q

    Uploaded by

    Rohit Anand

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Q) Mr X invested in morgan stanley dyanamic equity fund which has a S.

    D of 15% and in merilynch


    top 100 equity fund which has a S.D of 10%. The two funds are perfectly negatively co-related. What
    wheights of both the funds will eliminate all the portfolio risk .....

    A. 40% and 60%


    B. 60% and 40%
    C. 40% and 40%
    D. 70% and 30%

    Q) calculate the coefficient of determination , if, variance of security A is 169 and market risk of the
    security is 108?

    A. 66%

    B.36%

    C. 64%

    D. 50%.

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