Expected return and standard
deviation.
Use the following information to answer the questions.
State of Economy |
Probability of State |
Return on Asset D in State |
Return on Asset E in State |
Return on Asset F in State |
||||||
Boom |
0.38 |
0.08 |
0.31 |
0.19 |
||||||
Normal |
0.48 |
0.08 |
0.17 |
0.13 |
||||||
Recession |
0.14 |
0.08 |
−0.22 |
- 0.04 |
a. What is the expected return of each asset?
b. What is the variance of each asset?
c. What is the standard deviation of each asset?
Hint: Make sure to round all intermediate calculations to at least seven (7) decimal places. The input instructions, phrases in parenthesis after each answer box, only apply for the answers you will type.
Expected return and standard deviation. Use the following information to answer the questions. State of Economy...
Expected return and standard deviation. Use the following information to answer the questions: a. What is the expected return of each asset? b. What is the variance of each asset? c. What is the standard deviation of each asset? Hint: Make sure to round all intermediate calculations to at least seven (7) decimal places. The input instructions, phrases in parenthesis after each answer box, only apply for the answers you will type a. What is the expected return of asset...
Expected return and standard deviation. Use the following information to answer the questions: a. What is the expected return of each asset? b. What is the variance of each asset? c. What is the standard deviation of each asset? Hint: Make sure to round al intermediate calculations to at least seven (7) decimal places. The input instructions, phrases in parenthesis after each answer box, only apply for the answers you will type Core: i Data Table ou (Click on the...
Expected return and standard deviation. Use the following information to answer the questions: a. What is the expected return of each asset? b. What is the variance of each asset? c. What is the standard deviation of each asset? Hint: Make sure to round all intermediate calculations to at least seven (7) decimal places. The input instructions, phrases parenthesis after each answer box, only apply for the answers you will type. a. What is the expected return of asset A?...
Expected return and standard deviation. Use the following information to answer the questions: - a. What is the expected return of each asset? b. What is the variance and the standard deviation of each asset? c. What is the expected return of a portfolio with 10% in asset J. 47% in asset K, and 43% in asset L? d. What is the portfolio's variance and standard deviation using the same asset weights from part (c)? Hint: Make sure to round...
Expected return and standard deviation Use the following information to answer the questions: a. What is the expected retun of each asset? b. What is the variance and the standard deviation of each asset? c. What is the expected return of a portfolio with 12 % in asset J, 51 % in asset K, and 37 % in asset L? d. What is the portfolio's variance and standard deviation using the same asset weights from part (c)? Hint Make sure...
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1. What is the EXPECTED RETURN for Asset A and B? 2.What is the STANDARD DEVIATION for Asset A and B? State of Economy Probability Asset A of State of Rate of Economy Return 0.3 0.13 0.5 0.06 0.2 -0.05 Asset B Rate of Return 0.08 0.05 -0.01 Boom Normal Recession Show transcribed image text State of Economy Probability Asset A of State of Rate of Economy Return 0.3 0.13 0.5 0.06 0.2 -0.05 Asset B Rate of Return 0.08...
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