Please calculate the expected return and the volatility (standard deviation)
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Please calculate the expected return and the
volatility (standard deviation)
11 of 17 (5 complete) HW...
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below,...
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.1 % E [R] SD [R] Johnson & Johnson 6.5 % 16.7% Walgreen Company 10.3% 20.3% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return. b. The volatility (standard deviation).
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below,...
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.9%. Johnson & Johnson Walgreen Company E[R] 7.6% 9.7% SD [R] 15.2% 19.6% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return. b. The volatility (standard deviation). a. The expected return. The expected return of the portfolio is %. (Round to one decimal place.) b. The volatility (standard deviation). The...
:Question Help Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities...
:Question Help Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.9%. Johnson & Johnson Walgreen Company E[R] 7.7% 9.3% SD [R] 16.1% 19.2% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return. b. The volatility (standard deviation). a. The expected return. The expected return of the portfolio is %. (Round to one decimal place.) b. The volatility (standard...
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below,...
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.5% E[R] SD [R] Johnson & Johnson 6.4% 16.9% Walgreen Company 10.4% 19.3% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate; a. The expected return. b. The volatility (standard deviation). a. The expected return. The expected return of thd portfolio is %. (Round to one decimal place.)
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below,...
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.5%. E [R] SD [R] Johnson & Johnson 6.3% 15.5% Walgreen Company 9.5% 19.8% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return. b. The volatility (standard deviation). a. The expected return. The expected return of the portfolio is? (Round to one decimal place.) Please show steps taken to reach...
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below,...
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21%. E[R] SD[R] Johnson & Johnson 5% 14% Walgreen Company 10% 20% Consider a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock (a) Calculate the expected return as a percent. % (b) Calculate the volatility (standard deviation) of returns as a percent. (Round your answer to two decimal places.) %
using the following information to calculate the expected return and the standard deviation of a portfolio...
using the following information to calculate the expected return and the standard deviation of a portfolio that is 50% in vested in 3 door inc. and in down co. 3 doors inc. down co. expected return 14% 10% standard deviation 42 31 correlation 0.1 What is the standard devciation if the correlation is +1, 0, and -1 here. What do you see happening to the portfolio volatility and why?
a. The expected rate of return for portfolio A is The standard deviation of portfolio A...
a. The expected rate of return for portfolio A is
The standard deviation of portfolio A is
a. The expected rate of return for portfolio B is
The standard deviation of portfolio B is
Score: 0 of 1 pt | 4 of 9 (2 complete) HW Score: 22.22%, 2 of 9 pts P8-7 (similar to) :& Question Help (Computing the expected rate of return and risk) After a tumultuous period in the stock market, Logan Morgan is considering an investment...
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...
11. Use the information below to calculate the expected return and standard deviation of an equally-weighted...
11. Use the information below to calculate the expected return and standard deviation of an equally-weighted portfolio containing Stocks J and K? (10) R = 10% • Rx = 15% ; = 20%. OK = 35%. Tik = 0.70 12. What set of weights would produce the minimum standard deviation of the portfolio above if the correlation between stocks were - 1.009 (5)
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.9%. Johnson & Johnson Walgreen Company E[R] 7.6% 9.7% SD [R] 15.2% 19.6% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return. b. The volatility (standard deviation). a. The expected return. The expected return of the portfolio is %. (Round to one decimal place.) b. The volatility (standard deviation). The...
:Question Help Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.9%. Johnson & Johnson Walgreen Company E[R] 7.7% 9.3% SD [R] 16.1% 19.2% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return. b. The volatility (standard deviation). a. The expected return. The expected return of the portfolio is %. (Round to one decimal place.) b. The volatility (standard...
Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.5% E[R] SD [R] Johnson & Johnson 6.4% 16.9% Walgreen Company 10.4% 19.3% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate; a. The expected return. b. The volatility (standard deviation). a. The expected return. The expected return of thd portfolio is %. (Round to one decimal place.)
a. The expected rate of return for portfolio A is
The standard deviation of portfolio A is
a. The expected rate of return for portfolio B is
The standard deviation of portfolio B is
Score: 0 of 1 pt | 4 of 9 (2 complete) HW Score: 22.22%, 2 of 9 pts P8-7 (similar to) :& Question Help (Computing the expected rate of return and risk) After a tumultuous period in the stock market, Logan Morgan is considering an investment...
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...
11. Use the information below to calculate the expected return and standard deviation of an equally-weighted portfolio containing Stocks J and K? (10) R = 10% • Rx = 15% ; = 20%. OK = 35%. Tik = 0.70 12. What set of weights would produce the minimum standard deviation of the portfolio above if the correlation between stocks were - 1.009 (5)
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