ZuoTi.Pro
Question

Consider the following information on Stocks A, B, C and their returns (in decimals) in each state: B Prob. of State 20% 45%
business   finance   
0 0
Add a comment Improve this question Transcribed image text
Next > < Previous
Sort answers by oldest

Homework Answers

Request Professional Answer

Request Answer!

We need at least 10 more requests to produce the answer.

0 / 10 have requested this problem solution

The more requests, the faster the answer.

Request! (Login Required)

All students who have requested the answer will be notified once they are available.
Know the answer?
Add Answer to:
Consider the following information on Stocks A, B, C and their returns (in decimals) in each...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Similar Homework Help Questions

  • Question 5 1 pts Consider the following information on Stocks A, B, C and their returns...

    Question 5 1 pts Consider the following information on Stocks A, B, C and their returns (in decimals) in each state: State Boom 0.17 Good Prob. of State 20% 45% 25% 10% 0.33 0.15 0.02 -0.08 0.21 0.08 0.02 -0.02 Poor 0.09 0.03 -0.02 Bust If your portfolio is invested 25% in A, 40% in B. and 35% in C what is the standard deviation of the portfolio in percent? Answer to two decimals, carry intermediate calcs, to at least...

  • Consider the following information on Stocks A, B, C and their returns (in decimals) in each...

    Consider the following information on Stocks A, B, C and their returns (in decimals) in each state: State Prob. of State A B C Boom 20% 0.26 0.2 0.15 Good 45% 0.15 0.11 0.06 Poor 25% 0.04 0.03 0.02 Bust 10% -0.1 -0.06 -0.02 If your portfolio is invested 25% in A, 40% in B, and 35% in C, what is the standard deviation of the portfolio in percent?

  • Given the following information about the returns of stocks A, B, and C, what is the...

    Given the following information about the returns of stocks A, B, and C, what is the expected return of a portfolio invested 30% in stock A, 40% in stock B, and 30% in stock C? State of economy Probability Stock A Stock B Stock C Boom 0.16 0.35 0.2 0.25 Good 0.29 0.17 0.2 0.13 Poor 0.21 0.01 0.03 0.08 Bust -- -0.16 -0.19 -0.18 Enter answer in percents.

  • Returns and Standard Deviations - Consider the following information: State of Economy Probability of State of...

    Returns and Standard Deviations - Consider the following information: State of Economy Probability of State of Economy Rate of Return If State Occurs Stock A Stock B Stock C Boom .10 .35 .45 .27 Good .60 .16 .10 .08 Poor .25 −.01 −.06 −.04 Bust .05 −.12 −.20 −.09 Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio?...

  • Consider the following information on three stocks: State of Probability of Returns if State occurs Returns...

    Consider the following information on three stocks: State of Probability of Returns if State occurs Returns if State occurs Returns if State occurs Economy State of Economy Stock A Stock B Stock C Boom 45% 42% 35% 65% Normal 50% 31% 18% 4% Bust 5% 17% -17% -64% A portfolio is invested 35 percent each in stock A and stock B and 30 percent in stock C. What is the expected risk premium on the portfolio if the expected T-bill...

  • 10. Returns and Standard Deviations Consider the following information: Rate of Return if State Occurs Probability...

    10. Returns and Standard Deviations Consider the following information: Rate of Return if State Occurs Probability of State of Economy State of Economy Stock A Stock B Stock C Boom 1 Good .11 .02 .45 .10 .02 -.25 .33 .17 -05 -.09 Poor Bust a. Your portfolio is invested 25 percent each in A and C and 50 percent in B. What is the expected return of the portfolio? b. What is the variance of this portfolio? The standard deviation?

  • Stocks A and B have the following returns: . Stock A 0.09 0.05 0.14 -0.04 0.09...

    Stocks A and B have the following returns: . Stock A 0.09 0.05 0.14 -0.04 0.09 Stock B 0.05 0.01 0.04 0.02 -0.03 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.42, what is the expected return and standard deviation of a portfolio of 74% stock A and 26% stock B?

  • Consider the following information: Rate of Return if State Occurs State of Economy Probability of State...

    Consider the following information: Rate of Return if State Occurs State of Economy Probability of State of Economy Stock A Stock B Stock C Boom 0.25 0.23 0.47 0.22 Good 0.15 0.15 0.19 0.12 Poor 0.30 –0.06 –0.14 0.01 Bust 0.30 –0.14 –0.34 –0.11 a. Your portfolio is invested 35 percent each in A and C and 30 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as a percent...

  • Consider the following information. Your portfolio is invested 30 percent each in A and C, 40...

    Consider the following information. Your portfolio is invested 30 percent each in A and C, 40 percent in B. What is the expected return of the portfolio? What is the variance of the portfolor? The standard deviation? Please show me hoe to do this on excel. INI Dashboard x Chapter 13: Ouestions x S Shutterfly 15x7 Stationery Card x = MGT 495 Core Learning Activity: x + + → Apps C newconnect.mheducation.com/flow/connect.html S Scholastic Book Club Pinterest Teachers Pay Teach....

  • Consider the following information about three stocks: a. If your portfolio is invested 40 percent each...

    Consider the following information about three stocks: a. If your portfolio is invested 40 percent each in A and B and 20 percent in C, what is the portfolio expected return? The variance? The standard deviation? b.If the expected T-bill is is 3.80 percent, what is the expected premium on the portfolio? c. If the expected inflation rate is 3.50 percent, what are the appropriate and exact expected real returns on the portfolio?What are the approximate and exact expected real...

ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT