1. A portfolio contains 3 stocks as outlined below. What is the beta of the portfolio?
Stock | Weight | Beta |
A | 70% | 0.77 |
B | 10% | 1.17 |
C | 20% | 1.77 |
A. 1.24
B. 1.10
C. 1.07
D. 1.01
2. Two stocks have the following returns. What is their correlation?
Year | Stock A | Stock B |
2010 | 8.00% | -8.00% |
2011 | 9.00% | -9.00% |
2012 | 10.00% | -10.00% |
2013 | 12.00% | -12.00% |
2014 | 14.00% | -14.00% |
2015 | 16.00% | -16.00% |
A. -1.00
B. 1.00
C. 0.00
D. -.23
1. A portfolio contains 3 stocks as outlined below. What is the beta of the portfolio?...
2. Two stocks have the following returns. What is their correlation? Year Stock A Stock B 2010 8.00% -8.00% 2011 9.00% -9.00% 2012 10.00% -10.00% 2013 12.00% -12.00% 2014 14.00% -14.00% 2015 16.00% -16.00% A. -1.00 B. 1.00 C. 0.00 D. -.23
Please help. Need step by step instructions. Given: The excess returns of two stocks X and Y and a market portfolio M in the table below over the past 5 years: Year Stock X-Rf Stock Y-Rf Market M-Rf 2010 14.00% 13.00% 12.00% 2011 19.00% 7.00% 10.00% 2012 -16.00% -5.00% -12.00% 2013 3.00% 1.00% 1.00% 2014 20.00% 11.00% 15.00% What is the beta for Stock X and Stock Y?
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