The market portfolio has an expected return of 11.5 percent and a standard deviation of 21.5...
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The market portfolio has an expected return of 11.5 percent and a standard deviation of 21.5 percent. The risk-free rate is 4.5 percent. |
| a. |
What is the expected return on a well-diversified portfolio with a standard deviation of 8.5 percent? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) |
| Expected return | % |
| b. |
What is the standard deviation of a well-diversified portfolio with an expected return of 19.5 percent? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) |
| Standard deviation | % |
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The market portfolio has an expected return of 11.5 percent and
a standard deviation of 21.5...
The market portfolio has an expected return of 12.3 percent and a standard deviation of 22.3...
The market portfolio has an expected return of 12.3 percent and a standard deviation of 22.3 percent. The risk-free rate is 5.3 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 9.3 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the standard deviation of a well-diversified portfolio with an expected return of 20.3 percent? (Do not round intermediate...
You have been provided the following data on the securities of three firms, the market portfolio,...
You have been provided the following data on the securities of three firms, the market portfolio, and the risk-free asset: a. Fill in the missing values in the table. (Leave no cells blank - be certain to enter 0 wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Security Expected Return Standard Deviation Correlation* Beta Firm A .101 .40 .76 Firm B .149 .59 1.31 Firm C .169 .56 .44 The market...
You have been provided the following data about the securities of three firms, the market portfolio, and the risk-fr...
You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free asset: a. Fill in the missing values in the table. (Leave no cells blank - be certain to enter 0 wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Security Expected Return Standard Deviation Correlations Beta Firm A 0.101 0.40 0.76 Firm B 0.149 0.59 1.31 Firm C 0.169 0.56 0.44 The...
You have been provided the following data about the securities of three firms, the market portfolio,...
You have been provided the following data about the securities
of three firms, the market portfolio, and the risk-free asset:
a. Fill in the missing values in the table. (Leave no cells
blank - be certain to enter 0 wherever required. Do not round
intermediate calculations and round your answers to 2 decimal
places, e.g., 32.16.)
b-1. What is the expected return of Firm A? (Do not round
intermediate calculations and enter your answer as a percent
rounded to 2...
You have been provided the following data about the securities of three firms, the market portfolio,...
You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free asset a. Fill in the missing values in the table. (Leave no cells blank.be certain to enter 0 wherever required. Do not round Intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Correlation Security FA Expected Return Standard Deviation 0.102 033 0.1421 0.162 0.63 0.12 .191 0.08 0.37 Firm The market portfolio The risk tree ass * With...
Suppose the standard deviation of the market return is 16%. a. What is the standard deviation...
Suppose the standard deviation of the market return is 16%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0.9? (Enter your answer as a percent rounded to 2 decimal places.) b. What is the standard deviation of returns on a well-diversified portfolio with a beta of O? (Enter your answer as a percent rounded to 2 decimal places.) c. A well-diversified portfolio has a standard deviation of 11%. What is its beta?...
Suppose the risk-free rate is 4.3 percent and the market portfolio has an expected return of...
Suppose the risk-free rate is 4.3 percent and the market portfolio has an expected return of 11 percent. The market portfolio has a variance of .0392. Portfolio Z has a correlation coefficient with the market of .29 and a variance of .3295 According to the capital asset pricing model, what is the expected return on Portfolio Z? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16
a. Fill in the missing values in the table. (Leave no cells blank - be certain...
a. Fill in the missing values in the table. (Leave no cells
blank - be certain to enter 0 wherever required. Do not round
intermediate calculations and round your answers to 2 decimal
places, e.g., 32.16.)
b-1. What is the expected return of Firm A? (Do not round
intermediate calculations and enter your answer as a percent
rounded to 2 decimal places, e.g., 32.16.)
b-2. What is your investment recommendation regarding Firm A for
someone with a well-diversified portfolio? Sell...
Asset K has an expected return of 16 percent and a standard deviation of 35 percent....
Asset K has an expected return of 16 percent and a standard deviation of 35 percent. Asset L has an expected return of 10 percent and a standard deviation of 16 percent. The correlation between the assets is 0.58. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation
Suppose the standard deviation of the market return is 15%. a. What is the standard deviation...
Suppose the standard deviation of the market return is 15%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 8? (Enter your answer as a percent rounded to the nearest whole number) Standard deviation b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0? (Enter your answer as a percent rounded to the nearest whole number.) Standard deviation c. A well-diversified portfolio has a standard deviation...
The market portfolio has an expected return of 12.3 percent and a standard deviation of 22.3 percent. The risk-free rate is 5.3 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 9.3 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the standard deviation of a well-diversified portfolio with an expected return of 20.3 percent? (Do not round intermediate...
You have been provided the following data about the securities
of three firms, the market portfolio, and the risk-free asset:
a. Fill in the missing values in the table. (Leave no cells
blank - be certain to enter 0 wherever required. Do not round
intermediate calculations and round your answers to 2 decimal
places, e.g., 32.16.)
b-1. What is the expected return of Firm A? (Do not round
intermediate calculations and enter your answer as a percent
rounded to 2...
You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free asset a. Fill in the missing values in the table. (Leave no cells blank.be certain to enter 0 wherever required. Do not round Intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Correlation Security FA Expected Return Standard Deviation 0.102 033 0.1421 0.162 0.63 0.12 .191 0.08 0.37 Firm The market portfolio The risk tree ass * With...
Suppose the standard deviation of the market return is 16%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0.9? (Enter your answer as a percent rounded to 2 decimal places.) b. What is the standard deviation of returns on a well-diversified portfolio with a beta of O? (Enter your answer as a percent rounded to 2 decimal places.) c. A well-diversified portfolio has a standard deviation of 11%. What is its beta?...
a. Fill in the missing values in the table. (Leave no cells
blank - be certain to enter 0 wherever required. Do not round
intermediate calculations and round your answers to 2 decimal
places, e.g., 32.16.)
b-1. What is the expected return of Firm A? (Do not round
intermediate calculations and enter your answer as a percent
rounded to 2 decimal places, e.g., 32.16.)
b-2. What is your investment recommendation regarding Firm A for
someone with a well-diversified portfolio? Sell...
Asset K has an expected return of 16 percent and a standard deviation of 35 percent. Asset L has an expected return of 10 percent and a standard deviation of 16 percent. The correlation between the assets is 0.58. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation
Suppose the standard deviation of the market return is 15%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 8? (Enter your answer as a percent rounded to the nearest whole number) Standard deviation b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0? (Enter your answer as a percent rounded to the nearest whole number.) Standard deviation c. A well-diversified portfolio has a standard deviation...
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