Homework Answers
D. 30 percent
Standard deviation of the portfolio = 1.5 × 0.20 = 0.30 or 30 percent
Add Answer to:
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?
Suppose the standard deviation of the market return is 15%. a. What is the standard deviation...
Suppose the standard deviation of the market return is 15%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 8? (Enter your answer as a percent rounded to the nearest whole number) Standard deviation b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0? (Enter your answer as a percent rounded to the nearest whole number.) Standard deviation c. A well-diversified portfolio has a standard deviation...
Suppose the standard deviation of the market return is 16%. a. What is the standard deviation...
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?...
Question 14 5 pts The correlation coefficient between a stock and the market portfolio is +0.6. The standard deviation...
Question 14 5 pts The correlation coefficient between a stock and the market portfolio is +0.6. The standard deviation of return of the stock is 30 percent and that of the market portfolio is 20 percent. Calculate the beta of the stock 0.9 1.1 1.0 0.6
The market portfolio has an expected return of 11.5 percent and a standard deviation of 21.5...
The market portfolio has an expected return of 11.5 percent and a standard deviation of 21.5 percent. The risk-free rate is 4.5 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 8.5 percent? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Expected return % b. What is the standard deviation of a well-diversified portfolio with an expected return of 19.5...
The market portfolio has an expected return of 12.3 percent and a standard deviation of 22.3...
The market portfolio has an expected return of 12.3 percent and a standard deviation of 22.3 percent. The risk-free rate is 5.3 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 9.3 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the standard deviation of a well-diversified portfolio with an expected return of 20.3 percent? (Do not round intermediate...
Given a market portfolio with an expected return of 10% and standard deviation of 20% and...
Given a market portfolio with an expected return of 10% and standard deviation of 20% and a risk-free rate of 5%, A. According to the Capital Market Line what is the expected return of a portfolio with a 30% standard deviation? B. What is the beta of the market portfolio? Enter your answer as a percent. Do not include the % sign. Round your final answer to two decimals.
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...
Stock A has a standard deviation of 20 percent and a correlation coefficient of 0.64 with market returns. The expected return of the market is 12 percent with a standard deviation of 15 percent. The risk-free rate is 5 percent. What is the beta of Stock A?
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?
Suppose the standard deviation of the market return is 15%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 8? (Enter your answer as a percent rounded to the nearest whole number) Standard deviation b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0? (Enter your answer as a percent rounded to the nearest whole number.) Standard deviation c. A well-diversified portfolio has a standard deviation...
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?...
Question 14 5 pts The correlation coefficient between a stock and the market portfolio is +0.6. The standard deviation of return of the stock is 30 percent and that of the market portfolio is 20 percent. Calculate the beta of the stock 0.9 1.1 1.0 0.6
The market portfolio has an expected return of 12.3 percent and a standard deviation of 22.3 percent. The risk-free rate is 5.3 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 9.3 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the standard deviation of a well-diversified portfolio with an expected return of 20.3 percent? (Do not round intermediate...
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...
Most questions answered within 3 hours.
-
a
62 kg sprinter, started from resr, runs 47 m in 7 s at a constant...
asked 11 minutes ago -
For python 3.7. This should only be a few lines if any, but for
some reason...
asked 22 minutes ago -
what is IoT? How is it being used today? How will it be used in
the...
asked 35 minutes ago -
Please answer the four questions below.
1. If you were going to test a method that...
asked 50 minutes ago -
Provide two or three examples of support he uses to reinforce
his arguments?
The Alienation of...
asked 57 minutes ago -
QUESTION 1
Why do we see terms with multiple names in the database
community?
Consistency is...
asked 53 minutes ago -
In a titration experiment, 11.5 mL of 0.400 M H2SO4 neutralized
48.0 mL of NaOH. What...
asked 57 minutes ago -
A shot-putter throws the shot with a horizontal velocity of 10
m/s and a
vertical velocity...
asked 1 hour ago -
Mildred sells industrial-sized refrigeration units. Her
prospective buyer's face looks tense, and his forehead is wrinkled....
asked 1 hour ago -
Clark Heter is an industrial engineer at Lyons Products. He
would like to determine whether there...
asked 2 hours ago -
3. Use a text editor to create a comma-delimited file of user
IDs and passwords. Revise...
asked 1 hour ago -
Jensen and Associates has a projected balance
sheet that includes the following accounts. What is the...
asked 1 hour ago