Given the following information estimate the monthly expected return of a portfolio of 40% AAA and 60% BBB. Assume you purchase these shares in July 2018. Enter your answer as a percent. Do not include the % sign. Round your final answer to two decimals.
Stock Price |
||
Month |
AAA |
BBB |
Jan-18 |
100 |
75 |
Feb-18 |
120 |
80 |
Mar-18 |
140 |
95 |
Apr-18 |
110 |
100 |
May-18 |
115 |
85 |
Jun-18 |
95 |
90 |
Jul-18 |
100 |
100 |
Now, the end of month share price is the beginning price of share of next month. Below, is the calculation of monthly average return for AAA and BBB considering the above fact.
Now the expected monthly return of the portfolio= weight of AAA* average return on AAA+weight of BBB* average return on BBB= 40%*1.28%+60%*5.45%=3.78%
Hence, the expected monthly return of the portfolio is 3.78 percent
Given the following information estimate the monthly expected return of a portfolio of 40% AAA and...
1. Given the following information estimate the monthly expected return of a portfolio of 40% AAA and 60% BBB. Assume you purchase these shares in July 2018. Enter your answer as a percent. Do not include the % sign. Round your final answer to two decimals. 2. Given the following information estimate the standard deviation of a portfolio of 40% AAA and 60% BBB monthly returns. Stock Price Stock Price Month AAA BBB Jan-18 100 75 Feb-18 120 80 Mar-18...
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Given the following information estimate the standard deviation of a portfolio of 40% AAA and 60% BBB monthly returns. Enter your answer as a percent. Do not include the % sign. Round your final answer to two decimals. Stock Price Month AAA BBB Jan-18 100 75 Feb-18 120 80 Mar-18 140 95 Apr-18 110 100 May-18 115 85 Jun-18 95 90 Jul-18 100 100
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