Please refer to below spreadsheet for calculation and answer. Cell reference also provided.
Cell reference -
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You decide to invest in a portfolio consisting of 17 percent Stock X, 38 percent Stock...
Check You decide to invest in a portfolio consisting of 27 percent Stock A, 38 percent Stock B, and the remainder in Stock C. Based on the following information, what is the variance of your portfolio? points State of Economy Recession Skipped Probability of State of Economy .105 .647 .248 Return if State Occurs Stock A Stock B Stock C - 9.20% - 2.60% -11.60% 8.50% 10.48% 16.00% 21.37% 24.75% 29.45% Normal Boom eBook Print
You decide to invest in a portfolio consisting of 24 percent Stock X, 45 percent Stock Y, and the remainder in Stock Z. Based on the following information, what is the standard deviation of your portfolio? State of Economy Probability of State Return if State Occurs of Economy Stock X Stock Y Stock Z Normal .78 9.90% 3.30% 12.30% Boom .22 17.20% 25.20% 16.70%
You decide to invest in a portfolio consisting of 19 percent Stock X, 40 percent Stock Y, and the remainder in Stock Z. Based on the following information, what is the standard deviation of your portfolio? State of Economy Probability of State of Economy .78 .22 Return if State Occurs Stock X Stock Y Stock Z 9.40% 2.80% 11.80% 16.70% 24.70% 16.20% Normal Boom
You decide to invest in a portfolio consisting of 15 percent Stock X, 36 percent Stock Y, and the remainder in Stock Z. Based on the following information, what is the standard deviation of your portfolio? State of Economy Probability of State of Economy Return if State Occurs Stock X Stock Y Stock Z Normal 0.77 9.00% 2.40% 11.40% Boom 0.23 16.30% 24.30% 15.80%
You decide to invest in a portfolio consisting of 19 percent Stock X, 49 percent Stock Y, and the remainder in Stock Z. Based on the following information, what is the standard deviation of your portfolio? State of Economy Probability of State of Economy .80 .20 Return if State Occurs Stock X Stock Y Stock Z 10.30% 3.70% 12.70% 17.60% 25.60% 17.10% Normal Boom Multiple Choice 0 5.41% 0 2.20% 0 7.89% 0 6.76% 0 2.93%
You decide to invest in a portfolio consisting of 35 percent Stock A, 35 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? State of Economy Probability of State of Economy .19 Recession Normal Boom Return if State Occurs Stock A Stock B Stock C - 18.4% - 3.7% -22.6% 10.6% 8.3% 16.9% 28.2% 15.6% 31.5% .53 .28 Multiple Choice 0 10.37% 0 10.85% 0 ) 11.32%...
You decide to invest in a portfolio consisting of 25 percent Stock A, 25 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? State of Economy Probability of State of Economy .18 .54 Recession Normal Boom Return if State Occurs Stock A Stock B Stock C - 16.2% - 2.6% -21.5% 12.4% 7.2% 15.8% 26.0% 14.5% 30.4% Multiple Choice 0 11.73% 0 12.24% 0 11.22% 0 14.47%...
You decide to invest in a portfolio consisting of 25 percent Stock A, 25 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? State of Economy Probability of State of Economy .21 .49 Recession Normal Boom Return if State Occurs Stock A Stock B Stock C - 18.0% - 3.5% -22.4% 11.0% 8.1% 16.7% 27.8% 15.4% 31.3% .30 Multiple Choice 0 12.86% 0 11.88% 0 14.03% 0...
You decide to invest in a portfolio consisting of 30 percent Stock A, 30 percent Stock B, and the remainder in Stock C. Baseda the following information, what is the expected return of your portfolio? State of Economy Probability of State of Economy .2e Recession Normal Boom Return if State Occurs Stock A Stock B Stock C - 16.6% - 2.8% -21.7% 12.4% 7.4% 16.0% 26.4% 14.7% 30.6%
You decide to invest in a portfolio consisting of 25 percent Stock A, 25 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? State of Economy Probability of State of Economy .21 Recession Normal Boom Return if State Occurs Stock A Stock B Stock C -18.0% - 3.5% -22.4% 11.0% 8.1% 16.7% 27.8% 15.4% 31.3% .49 .30 Multiple Choice 1 0 12.86% 0 10.89% 0 14.03% 0...