Problem 3 Intro You've estimated the following expected returns for a stock, depending on the strength...
Intro You've estimated the following expected retums for a stock, depending on the strength of the economy Probability Expected return 02 -0.02 State (s) Recession Normal Expansion 0.5 0,09 0.3 0.14 Attempt 1/1 for 10 pts. Part 1 What is the expected return for the stock? 3+ decimals Submit Part 2 Attempt 1/1 for 10 pts What is the standard deviation of returns for the stock? Type here to search O
Problem 17 Intro You've assembled the following portfolio: Stock Beta Portfolio weight 1 1.6 0.2 2 1.1 3 0.7 0.5 The expected market return is 9% and the risk-free rate is 2%. Assume that the CAPM holds. i | Attempt 1/5 for 10 pts. Part 1 What is the beta of the portfolio? No decimals Submit Part 2 IB Attempt 175 for 10 pts. What is the expected return of your portfolio? 3+ decimals Submit Intro We know the following...
Problem 18 Intro We know the following expected returns for stock A and the market portfolio, given different states of the economy: State (s) Recession Normal Expansion Probability E(ras) E(TM,s) | 0.2 -0.06 0.02 0.5 0.09 0.05 0.3 0.17 0.09 The risk-free rate is 0.02. Part 1 IB - Attempt 3/5 for 10 pts. Assuming the CAPM holds, what is the beta for stock A? 2+ decimals Submit
Problem 2 Intro We know the following expected returns for stocks A and B.glven different states of the economy: 0.04 State (s) Probability E(ra) Ers,s) Recession 0.2 -0.1 Normal 0.5 0.08 0.05 Expansion 0.3 0.18 0.07 - Attempt 1/5 for 10 pts. Part 1 What is the expected return for stock A? 3+ decimals Submit Attempt 175 for 10 pts. Part 2 What is the expected return for stock B? Submit Problem 9 Intro You have $100,000 to invest and...
Problem 18 Intro We know the following expected returns for stock A and the market portfolio, given different states of the economy: State (s) Recession Normal Expansion Probability EAJ Elm,s) 0.3 -0.03 0.01 0.5 0.12 0.04 0.2 0.2 0.08 The risk-free rate is 0.02. Attempt 2/5 for 8 pts. Part 1 B Assuming the CAPM holds, what is the beta for stock A? 2+ decimals Submit About Blog Dorvassignment assignment7884 Contact FAQ Privacy Policy Accepl 2012 - 2019
1. We know the following expected returns for stocks A and B, given different states of the economy: State (s) Probability E(rA,s) E(rB,s) Recession 0.1 -0.04 0.02 Normal 0.5 0.11 0.05 Expansion 0.4 0.19 0.09 a. What is the expected return for stock A? b. What is the expected return for stock B? c. What is the standard deviation of returns for stock A? d. What is the standard deviation of returns for stock B? 2. You've estimated the following...
Problem 17 Intro You've assembled the following portfolio: Stock Beta Portfolio weight The expected market return is 5% and the risk-free rate is 2%. Assume that the CAPM holds. Part 1 Attempt 1/5 for 10 pts. What is the beta of the portfolio? 2+ decimals Submit VB Attempt 1/5 for 10 pts. Part 2 What is the expected return of your portfolio? 3. decimals Submit
Problem 12 Intro You've assembled the following portfolio: Stock Expected return Portfolio weight 6.5% 30% 11.9% 18.3% Part 1 1 Attempt 2/5 for 10 pts. What is the weight for stock 3 if you want to achieve an expected portfolio return of 11%? 3+ decimals Submit
We know the following expected returns for stock A and the market portfolio, given different states of the economy: State (s) Probability E(rA,s) E(rM,s) Recession 0.3 -0.04 0.04 Normal 0.5 0.11 0.07 Expansion 0.2 0.19 0.11 The risk-free rate is 0.02. Part 1 Assuming the CAPM holds, what is the beta for stock A?
Problem 19 Intro Assume that the CAPM holds. One stock has an expected return of 10% and a beta of 0.3. Another stock has an expected return of 14% and a beta of 1.5. IB Attempt 4/10 for 5 pts. Part 1 What is the expected return on the market? 3+ decimals Submit