Homework Answers
D. 30 percent
Standard deviation of the portfolio = 1.5 × 0.20 = 0.30 or 30 percent
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Question 20 5 pts If the standard deviation of returns on the market is 20 percent,...
3) the standard deviation of the market return is 20%. What is the standard deviation of...
3) the standard deviation of the market return is 20%. What is the standard deviation of returns on a well-diversified What is the standard deviation of retuns on a well-diversified Avell-diversified portfolio has a standard deviation of 15%. What is portfolio with a beta of 1.3? portiolio with a beta of 0? its beta? A poorly diversified portfolio has a standard deviation of 20%. What can you say about its beta?
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Question 14 5 pts The correlation coefficient between a stock and the market portfolio is +0.6. The standard deviation...
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1. Given a market portfolio with an expected return of 10% and standard deviation of 20%...
1. Given a market portfolio with an expected return of 10% and standard deviation of 20% and a risk-free rate of 5%, according to the Capital Market Line what is the expected return of a portfolio with a 30% standard deviation? Enter your answer as a percent. Do not include the % sign. Round your final answer to two decimals. 2. What is the corresponding beta of the market portfolio?
Stock A has a standard deviation of 20 percent and a correlation coefficient of 0.64 with...
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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...
3) the standard deviation of the market return is 20%. What is the standard deviation of returns on a well-diversified What is the standard deviation of retuns on a well-diversified Avell-diversified portfolio has a standard deviation of 15%. What is portfolio with a beta of 1.3? portiolio with a beta of 0? its beta? A poorly diversified portfolio has a standard deviation of 20%. What can you say about its beta?
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Suppose the standard deviation of the market return is 16%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0.9? (Enter your answer as a percent rounded to 2 decimal places.) b. What is the standard deviation of returns on a well-diversified portfolio with a beta of O? (Enter your answer as a percent rounded to 2 decimal places.) c. A well-diversified portfolio has a standard deviation of 11%. What is its beta?...
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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...
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