Homework Answers
Ans:
R –Squared= (Correlation of returns on Portfolio Y to returns on the Market )2
=(0.76)2
=0.5776
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Check my wol You are given the following information concerning three portfolios, the market portfolio, and...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP ?P ?P X 13 % 29 % 1.25 Y 11 24 1.10 Z 8 14 0.75 Market 10 19 1.00 Risk-free 4 0 0 What is the Sharpe ratio of portfolio X? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your ratio answers to 5 decimal places. )
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP σP βP X 13.0 % 30 % 1.30 Y 12.0 25 1.10 Z 7.0 15 0.75 Market 10.1 20 1.00 Risk-free 5.0 0 0 What are the Sharpe ratio, Treynor ratio, and Jensen’s alpha for each portfolio?
ALLLLL 23. You are given the following information concerning three portfolios, the market portfolio, and the...
ALLLLL 23. You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp Qe Bp 12.0% 33% 1.95 11.0 28 1.25 7.3 18 0.60 Market 11.4 1.00 Risk-free 6. 8 0 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio?
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset ВР Portfolio Rp 13.0 Оp 39 1.75 х Y 12.0 34 1.30 7.2 24 0.85 Market 11.0 29 1.00 Risk-free 5.6 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP 13.0% 12.0 7.0 10.1 5.0 op 30% 25 15 20 Bp 1.30 1.10 0.75 1.00 Market Risk-free 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your ratio answers...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP 15.5% 14.5 7.4 11.7 7.0 Op 36% 31 21 26 0 Bp 1.35 1.15 0.60 1.00 Market Risk-free 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your ratio...
You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free a...
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.
* With the market portfolio
b-1.
What is the expected return of Firm A?
b-2.
What is the expected return of Firm B?
b-3.
What is the expected return of Firm C?
Security Expected Return Standard Deviation Correlation* Beta 0.21 Firm A 0.120 0.96 Firm B 0.130 040 1.51 Firm C...
You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free...
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 o wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Expected Return Standard Deviation Security Correlation* Beta Firm A 0.120 0.21 0.96 Firm B 0.40 0.130 1.51 Firm C The market portfolio 0.111 0.76...
Check my work Suppose that many stocks are traded in the market and that it is...
Check my work Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, Is. The characteristics of two of the stocks are as follows: xpected Return Standard Deviation 408 608 Correlation -1 a. Calculate the expected rate of return on this risk-free portfolio? (Hint: Can a particular stock portfolio be substituted for the risk- free asset?) (Round your answer to 2 decimal places.) Rate of rotum b. Could the equilibrium...
There are three assets, A, B and C, where A is the market portfolio and C...
There are three assets, A, B and C, where A is the market portfolio and C is the risk-free asset. The return on the market has a mean of 12% and a standard deviation of 20%. The risk-free asset yields a return of 4%. Asset B is a risky asset whose return has a standard deviation of 40% and a market beta of 1. Assume that the CAPM holds. Compute the expected return of asset B and its covariances with...
ALLLLL 23. You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp Qe Bp 12.0% 33% 1.95 11.0 28 1.25 7.3 18 0.60 Market 11.4 1.00 Risk-free 6. 8 0 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio?
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset ВР Portfolio Rp 13.0 Оp 39 1.75 х Y 12.0 34 1.30 7.2 24 0.85 Market 11.0 29 1.00 Risk-free 5.6 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP 13.0% 12.0 7.0 10.1 5.0 op 30% 25 15 20 Bp 1.30 1.10 0.75 1.00 Market Risk-free 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your ratio answers...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP 15.5% 14.5 7.4 11.7 7.0 Op 36% 31 21 26 0 Bp 1.35 1.15 0.60 1.00 Market Risk-free 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your ratio...
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.
* With the market portfolio
b-1.
What is the expected return of Firm A?
b-2.
What is the expected return of Firm B?
b-3.
What is the expected return of Firm C?
Security Expected Return Standard Deviation Correlation* Beta 0.21 Firm A 0.120 0.96 Firm B 0.130 040 1.51 Firm C...
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 o wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Expected Return Standard Deviation Security Correlation* Beta Firm A 0.120 0.21 0.96 Firm B 0.40 0.130 1.51 Firm C The market portfolio 0.111 0.76...
Check my work Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, Is. The characteristics of two of the stocks are as follows: xpected Return Standard Deviation 408 608 Correlation -1 a. Calculate the expected rate of return on this risk-free portfolio? (Hint: Can a particular stock portfolio be substituted for the risk- free asset?) (Round your answer to 2 decimal places.) Rate of rotum b. Could the equilibrium...
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