What is the covariance and correlation coefficient between portfolios Y and Z? Please show work. Return...
What is the standard deviation of portfolio A? please show work State Boom Normal Recession Probability 30% 40% 30% Return for Portfolio A 20% 10% -10% Return for Portfolio B 30% 15% -15%
please answer and show work, I would grately appreciate it 6. The covariance of the market's returns with a the stock's return is 0.008. The standard deviation of the market's returns is 0.08 and the standard deviation of the stock's returns is 0.11. What is the correlation coefficient of the returns of the stock and the returns of the market? 7. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of...
no excel work, show formula please You have done your research for the following investments and your friend has provided their expectations for the markets for next year. Probability of State of State of Stock Stock Economy Economy A B TSX Boom .30 30% -9% 18% Normal .40 16% 12% 10% Recession .30 -10% 20% -10% Remember to show all of your work * h. Calculate the covariance and correlation of the returns for stock A and the TSX. (2...
10. What is the expected return and standard deviation of a portfolio comprised of $7,500 in stock M and $5000 in stock N and covariance of M and N is 20%? (20 Points) State of Probability of Returns if State Occurs Economy State of Economy Stock M Stock N Boom 10% 18% 10% Normal 75% 7% 8% Recession 15% -20% 6%
Given the following information, What is the expected return on a portfolio which is invested 40% in Stock X and 60% in Stock Y? State of Economy Prob. Stock X Stock Y Boom 10% 25% -17% Normal 70% 10% 7% Recession 20% -15% 30%
Consider the following informationStateProbabilityXYBoom .25 15%10%Normal.6010%9%Recession.155%10% What is the expected return for a portfolio with an investment of $6000 in asset X and $4000 in asset Y?
no excel work. please provide formula. You have done your research for the following investments and your friend has provided their expectations for the markets for next year. Probability of State of State of Stock Stock Economy Economy A B TSX Boom .30 30% -9% 18% Normal .40 16% 12% 10% Recession .30 -10% 20% -10% Remember to show all of your work * e. Calculate the risk for stock B. (2 marks) f. Calculate the risk for the TSX....
The return on the Rush Corporation in the state of recession is estimated to be -20% and the return on Rush in the state of boom is estimated to be 35%. The return on the Oberman Corporation in the state of recession is estimated to be 40% and the return on Oberman in the state of boom is estimated to be -20%. Given this information, what is the covariance between Rush and Oberman if there is a 0.70 probability that...
6. Calculating Expected Return Based on the following information, calculate the expected return. State of EconomyProbability of State of EconomyRate of Return if State OccursRecession.15-.12Normal.60.10Boom.25.277. Calculating Returns and Standard Deviations Based on the following information, calculate the expected returns and standard deviations for the two stocks. State of EconomyProbability of State of EconomyRate of Return if State OccursStock AStock BRecession.10.02-.30Normal.50.10.18Boom.40.15.3110. Returns and Standard Deviations Consider the following information: State of EconomyProbability of State of EconomyRate of Return if State OccursStock AStock BStock CBoom.15.33.45.33Good.55.11.10.17Poor.20.02.02-.05Bust.10-.12-.25-.09a. Your...
6,The return on the Rush Corporation in the state of recession is estimated to be -23% and the return on Rush in the state of boom is estimated to be 35%. The return on the Oberman Corporation in the state of recession is estimated to be 42% and the return on Oberman in the state of boom is estimated to be -18%. Given this information, what is the covariance between Rush and Oberman if there is a 0.70 probability that...