Download This PaperGetting More Out of Two-Asset Portfolios
10 Pages Posted: 24 Aug 2006
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Abstract
Two-asset portfolio mathematics is a fixture in many introductory finance and investment courses. However, the actual development of the efficient frontier and capital market line are generally left to a heuristic discussion with diagrams. In this article, the mathematics for calculating these attributes of two-asset portfolios are introduced in a framework intended for the undergraduate classroom.
JEL Classification: G10, G11
Suggested Citation: Suggested Citation
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