Stock A Stock B 2005 -2 17 2006 20 21 2007 9 &
Stock A Stock B
2005 -2 17
2006 20 21
2007 9 2
2008 -1 -3
2009 4 -5
2010 12 24
Using the data in the following table, and the fact that the correlation of A and B is 0.53, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B.
Homework Answers
Stock A Stock B 2005 -1 20 2006 17 32 2007 10 2 2008 -10 ...
Stock A Stock B 2005 -1 20 2006 17 32 2007 10 2 2008 -10 -9 2009 3 -15 2010 12 26 Using the data in the following table, and the fact that the correlation of A and B is 0.64, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Can you pls show me the steps so I can learn , Thankx
50% invested in stock A and 50% invested in stock B. the following table, and the...
50% invested in stock A and 50% invested in stock B. the following table, and the fact that the correlation of A and B is 0.47, calculate the volatility (standard deviation) of a portfolio that Using the data Realized Returns Stock B Stock A Year - 5 % 19% 2008 35% 8% 2009 7% 8% 2010 -9% -2% 2011 -14 % 2% 2012 27% 12% 2013 . (Round to two decimal places.) The standard deviation of the portfolio is
The realized returns for stock A and stock B from 2004-2009 are provided in the table...
The realized returns for stock A and stock B from 2004-2009 are provided in the table below Year 2004 2005 2006 2007 2008 2009 Stock A -9% 21% 6% -4% 3% 10% Stock B 23% 9% 32% -1% -6% 27% (a) Calculate the expected returns (as percents) over the next year for the stocks assuming the average annual realized returns and past volatility from 2004-2009 are unbiased estimators of expected returns and future volatility. stock A 4.5 stock B 14...
Please show work and all steps! The realized returns for stock A and stock B from...
Please show work and all steps!
The realized returns for stock A and stock B from 2004-2009 are provided in the table below Year 2004 2005 2006 2007 2008 2009 Stock A -8% 22% 7% -3% 4% 11% Stock B 20% 6% 29% -4% -9% 24% Suppose you create a portfolio that is 60% invested in stock A and 40% invested in stock B. The correlation between the returns of the two stocks is 6.27% (a) Calculate the expected return...
Using the data in the following table, and the fact that the correlation of A and...
Using the data in the following table, and the fact that the correlation of A and B is 0.48, calculate the volatility standard deviation of a portfolio that is 70% invested in stock A and 30% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -10% 20% 5% -5% 2% 996 Stock B 21% 30% 7% -3% -8% 25% The standard deviation of the portfolio is 96. (Round to two decimal places.)
thanks! Using the data in the following table, and the fact that the correlation of A...
thanks!
Using the data in the following table, and the fact that the correlation of A and B is 0.49, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 8% 20% 2009 10% 36% 2010 5% 2011 -9% 2012 5% 2013 10% 31% The standard deviation of the portfolio is %. (Round to two decimal places.)
Using the data in the following table, and the fact that the correlation of A and...
Using the data in the following table, and the fact that the correlation of A and B is 0.35, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -2% 10% 5% -4% 2% 7% Stock B 28% 26% 5% 18% The standard deviation of the portfolio is Џ96 (Round to two decimal places)
Find the STD of the portfolio and round to two decimal places 12 of 17 (8...
Find the STD of the portfolio and round to two decimal places
12 of 17 (8 complete) HW Score: 37%, 37 of 100 pts Score: 0 of 3 pts P 12-10 (similar to) Assigned Media Question Help Using the data in the following table, and the fact that the correlation of A and B is 0.55, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B the sprea Realized...
Using the data in the following table, and the fact that the correlation of A and...
Using the data in the following table, and the fact that the correlation of A and B is 0.39, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 11% 16% 2009 12% 38% 2010 5% 3% 2011 -1% -8% 2012 3% - 13% 2013 34% The standard deviation of the portfolio is %. (Round to two decimal places.)
Using the data in the following table, and the fact that the correlation of A and...
Using the data in the following table, and the fact that the correlation of A and B is 0.35 calculate the volatility standard deviation of a portfolio thatis 50% ınvested in stock A and 50% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -2% 10% 5% -4% 2% 7% Stock B 28% 26% 5% 1% 18% The standard deviation of the portfolio is「% (Round to two decimal places )
50% invested in stock A and 50% invested in stock B. the following table, and the fact that the correlation of A and B is 0.47, calculate the volatility (standard deviation) of a portfolio that Using the data Realized Returns Stock B Stock A Year - 5 % 19% 2008 35% 8% 2009 7% 8% 2010 -9% -2% 2011 -14 % 2% 2012 27% 12% 2013 . (Round to two decimal places.) The standard deviation of the portfolio is
The realized returns for stock A and stock B from 2004-2009 are provided in the table below Year 2004 2005 2006 2007 2008 2009 Stock A -9% 21% 6% -4% 3% 10% Stock B 23% 9% 32% -1% -6% 27% (a) Calculate the expected returns (as percents) over the next year for the stocks assuming the average annual realized returns and past volatility from 2004-2009 are unbiased estimators of expected returns and future volatility. stock A 4.5 stock B 14...
Please show work and all steps!
The realized returns for stock A and stock B from 2004-2009 are provided in the table below Year 2004 2005 2006 2007 2008 2009 Stock A -8% 22% 7% -3% 4% 11% Stock B 20% 6% 29% -4% -9% 24% Suppose you create a portfolio that is 60% invested in stock A and 40% invested in stock B. The correlation between the returns of the two stocks is 6.27% (a) Calculate the expected return...
Using the data in the following table, and the fact that the correlation of A and B is 0.48, calculate the volatility standard deviation of a portfolio that is 70% invested in stock A and 30% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -10% 20% 5% -5% 2% 996 Stock B 21% 30% 7% -3% -8% 25% The standard deviation of the portfolio is 96. (Round to two decimal places.)
thanks!
Using the data in the following table, and the fact that the correlation of A and B is 0.49, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 8% 20% 2009 10% 36% 2010 5% 2011 -9% 2012 5% 2013 10% 31% The standard deviation of the portfolio is %. (Round to two decimal places.)
Using the data in the following table, and the fact that the correlation of A and B is 0.35, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -2% 10% 5% -4% 2% 7% Stock B 28% 26% 5% 18% The standard deviation of the portfolio is Џ96 (Round to two decimal places)
Find the STD of the portfolio and round to two decimal places
12 of 17 (8 complete) HW Score: 37%, 37 of 100 pts Score: 0 of 3 pts P 12-10 (similar to) Assigned Media Question Help Using the data in the following table, and the fact that the correlation of A and B is 0.55, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B the sprea Realized...
Using the data in the following table, and the fact that the correlation of A and B is 0.39, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 11% 16% 2009 12% 38% 2010 5% 3% 2011 -1% -8% 2012 3% - 13% 2013 34% The standard deviation of the portfolio is %. (Round to two decimal places.)
Using the data in the following table, and the fact that the correlation of A and B is 0.35 calculate the volatility standard deviation of a portfolio thatis 50% ınvested in stock A and 50% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -2% 10% 5% -4% 2% 7% Stock B 28% 26% 5% 1% 18% The standard deviation of the portfolio is「% (Round to two decimal places )
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