Calculate the portfolio standard deviation if you put 70% of your money in A and 30%...
Calculate the portfolio standard deviation if you put 70% of your money in A and 30% in D.
| time | A | B |
| 1 |
18.56 |
12.43 |
|
2 |
12.34 | 13.45 |
| 3 | 14.12 | 4.32 |
| 4 | -1.57 | 8.54 |
| 5 | 3.12 | 12.21 |
| 6 | -9.28 | -4.91 |
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Calculate the portfolio standard deviation if
you put 70% of your money in A and 30%...
you decide to create a two stock portfolio of stocks A and B, calculate the covariance between the two stocks and the va...
you decide to create a two stock portfolio of stocks A and B, calculate the covariance between the two stocks and the variance of each stock. Use this information to determine the expected return and standard of the minimum variance portfolio between the 2 securities. please show your work time A B 1 18.56 12.43 2 12.34 13.45 3 14.12 4.32 4 -1.57 8.54 5 3.12 12.21 6 -9.28 -4.91
Can I get Help with number two please? DI. JUUSUIINUS Name Ryan Conniff Answer each of...
Can I get Help with number two please?
DI. JUUSUIINUS Name Ryan Conniff Answer each of the problems below using the information provided and SHOW YOUR WORK FOR ALL PROBLEMS. Use this data for problems 1-2. The annual returns for securities A, B, C, D and the Market (S&P 500) are shown below. Remember to show all calculations. t - A, % B, % C, % D, % Mkt, % 1 18.56 18.23 8.43 12.43 12.28 2 12.34 5.24 3.12...
You put half of your money in a stock portfolio that has an expected return of...
You put half of your money in a stock portfolio that has an expected return of 14% and a standard deviation of 24%. You put the rest of your money in a risky bond portfolio that has an expected return of 6% and a standard deviation of 12%. The stock and bond portfolios have a correlation of .55 and TB or Rf is 2%. What is the SR of the resulting portfolio?
You have a portfolio with a standard deviation of 30 % and .an expected return of...
You have a portfolio with a standard deviation of 30 % and .an expected return of 15 %. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30 % of your money in the new stock and 70 % of your money in your existing portfolio, which one should you add? Expected Return: (ER) Standard Deviation:(STNDDEV) Correlation with Your Portfolio's Returns(Corr) Stock A (ER) 15% (STNDDEV)25% (Corr)0.3 Stock...
Problem #5 (12 Marks) You have a portfolio with a standard deviation of 30% and an...
Problem #5 (12 Marks) You have a portfolio with a standard deviation of 30% and an expected return of 18%. You are considering adding one of the two stocks in the table below to your portfolio. After adding the stock, you will have 20% of your money in the new stock and 80% of your money in your existing portfolio. A) Calculate the risk and return of a new portfolio with 20% invested in stock A and 80% in your...
Question 34 1 pts You put half of your money in a stock portfolio that has...
Question 34 1 pts You put half of your money in a stock portfolio that has an expected return of 14% and a standard deviation of 20%. You put the rest of your money in a risky bond portfolio that has an expected return of 6% and a standard deviation of 14%. The stock and bond portfolios have a correlation of 50. The standard deviation of the resulting portfolio will be more than 14% but less than 17% equal to...
b) calculate the standard deviation of the portfolio. c) calculate the beta of the portfolio. d)...
b) calculate the standard deviation of the portfolio.
c) calculate the beta of the portfolio.
d) is the systematic risk of the portfolio is more or less than
the market?
Question 7 (15 pts): retums for There are three states of economy and you are given the following probabilities and each stock for each state of economy. You invest 30% in stock X and 70% in stock Y. The betas for cach stock are also given below Returns if State...
please provide a breakdown along with equations. 3. You put half of your money in a...
please provide a breakdown along with equations.
3. You put half of your money in a stock portfolio that has an expected return of 14% and a standard deviation of 24%. You put the rest of you money in a risky bond portfolio that has an expected return of 6% and a standard deviation of 12%. The stock and bond portfolio have a correlation 0.55. The standard deviation of the resulting portfolio will be A. more than 18% but less...
You have a portfolio with a standard deviation of 26% and an expected return of 20%....
You have a portfolio with a standard deviation of 26% and an expected return of 20%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add? Expected Return 12% 12% Standard Deviation 24% 19% Correlation with Your Portfolio's Returns 0.4 0.6 Stock A Stock B Standard deviation...
You have a portfolio with a standard deviation of 28% and an expected return of 17%....
You have a portfolio with a standard deviation of 28% and an expected return of 17%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add? Expected Return 16% 16% Standard Deviation 21% 16% Correlation with Your Portfolio's Returns Stock A Stock B 0.3 0.7 Standard deviation...
Can I get Help with number two please?
DI. JUUSUIINUS Name Ryan Conniff Answer each of the problems below using the information provided and SHOW YOUR WORK FOR ALL PROBLEMS. Use this data for problems 1-2. The annual returns for securities A, B, C, D and the Market (S&P 500) are shown below. Remember to show all calculations. t - A, % B, % C, % D, % Mkt, % 1 18.56 18.23 8.43 12.43 12.28 2 12.34 5.24 3.12...
Problem #5 (12 Marks) You have a portfolio with a standard deviation of 30% and an expected return of 18%. You are considering adding one of the two stocks in the table below to your portfolio. After adding the stock, you will have 20% of your money in the new stock and 80% of your money in your existing portfolio. A) Calculate the risk and return of a new portfolio with 20% invested in stock A and 80% in your...
Question 34 1 pts You put half of your money in a stock portfolio that has an expected return of 14% and a standard deviation of 20%. You put the rest of your money in a risky bond portfolio that has an expected return of 6% and a standard deviation of 14%. The stock and bond portfolios have a correlation of 50. The standard deviation of the resulting portfolio will be more than 14% but less than 17% equal to...
b) calculate the standard deviation of the portfolio.
c) calculate the beta of the portfolio.
d) is the systematic risk of the portfolio is more or less than
the market?
Question 7 (15 pts): retums for There are three states of economy and you are given the following probabilities and each stock for each state of economy. You invest 30% in stock X and 70% in stock Y. The betas for cach stock are also given below Returns if State...
please provide a breakdown along with equations.
3. You put half of your money in a stock portfolio that has an expected return of 14% and a standard deviation of 24%. You put the rest of you money in a risky bond portfolio that has an expected return of 6% and a standard deviation of 12%. The stock and bond portfolio have a correlation 0.55. The standard deviation of the resulting portfolio will be A. more than 18% but less...
You have a portfolio with a standard deviation of 26% and an expected return of 20%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add? Expected Return 12% 12% Standard Deviation 24% 19% Correlation with Your Portfolio's Returns 0.4 0.6 Stock A Stock B Standard deviation...
You have a portfolio with a standard deviation of 28% and an expected return of 17%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add? Expected Return 16% 16% Standard Deviation 21% 16% Correlation with Your Portfolio's Returns Stock A Stock B 0.3 0.7 Standard deviation...
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