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Efficient Portfolio for Two Financial Assets. Case Study: BSE
Keywords
Efficient portfolio, BSE, risk analysis, efficient frontier
Abstract
This paper presents the description of the efficient frontier for a portfolio made of two stocks. We say that a portfolio of financial assets is efficient if no other portfolio can be formed that has the same risk as the original portfolio, but it has a higher profitability than it. To illustrate the efficiency of the method we used, we construct the efficient frontier which makes reference to the stocks listed at BSE.
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