You have a portfolio which is comprised of 70% of Stock A and 30% of Stock...
You have a portfolio which is comprised of 70% of Stock A and 30% of Stock B. What is the expected rate of return on this portfolio? Rate of Return if State Occurs State of the Economy Probability of State of Economy Stock A Stock B Boom .25 24 % 15 % Normal .65 12 % 12 % Recession .10 -36 % 8 %
You have a portfolio which is comprised of 70 percent of stock A and 30 percent of stock B. What is the expected return on this portfolio? State of the Economy Probability E(R) A E(R) B Weight 60 % 40 % Boom 0.2 20 % 15 % Normal 0.6 12 % 8 % Recession 0.2 -10 % 3 % Group of answer choices 8.03 percent 8.88 percent 7.58 percent 9.40 percent 7.30 percent
You decide to invest in a portfolio consisting of 30 percent Stock A, 30 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? State of Economy Recession Normal Probability of State of Economy .24 .44 .32 Return if State Occurs Stock A Stock B Stock C -14.2% - 1.6% -20.5% 10.4% 6.2% 14.8% 24.0% 13.5% 29.4% Boom Multiple Choice 11.67% 9.47% 9.88% 9.05% 10.70%
You decide to invest in a portfolio consisting of 30 percent Stock A, 30 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? State of Economy Probability of State Return if State Occurs of Economy Stock A Stock B Stock C Recession .21 - 15.0 % - 2.0 % - 20.9 % Normal .48 11.2 % 6.6 % 15.2 % Boom .31 24.8 % 13.9 % 29.8...
You decide to invest in a portfolio consisting of 25 percent Stock A, 25 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? State of Economy Probability of State of Economy .18 .54 Recession Normal Boom Return if State Occurs Stock A Stock B Stock C - 16.2% - 2.6% -21.5% 12.4% 7.2% 15.8% 26.0% 14.5% 30.4% Multiple Choice 0 11.73% 0 12.24% 0 11.22% 0 14.47%...
You decide to invest in a portfolio consisting of 25 percent Stock A, 25 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? State of Economy Probability of State of Economy .21 .49 Recession Normal Boom Return if State Occurs Stock A Stock B Stock C - 18.0% - 3.5% -22.4% 11.0% 8.1% 16.7% 27.8% 15.4% 31.3% .30 Multiple Choice 0 12.86% 0 11.88% 0 14.03% 0...
You decide to invest in a portfolio consisting of 30 percent Stock A, 30 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? State of Economy Probability of State Return if State Occurs of Economy Stock A Stock B Stock C Recession .24 - 14.2 % - 1.6 % - 20.5 % Normal .44 10.4 % 6.2 % 14.8 % Boom .32 24.0 % 13.5 % 29.4...
You decide to invest in a portfolio consisting of 25 percent Stock A, 25 percent Stock B, and the remainder in Stock C. Based on the following information, what is the expected return of your portfolio? State of Economy Probability of State of Economy .21 Recession Normal Boom Return if State Occurs Stock A Stock B Stock C -18.0% - 3.5% -22.4% 11.0% 8.1% 16.7% 27.8% 15.4% 31.3% .49 .30 Multiple Choice 1 0 12.86% 0 10.89% 0 14.03% 0...
MC algo 13-13 Calculating Variance Based on the following information, what is the variance? State of Economy Probability of State of Economy Rate of Return if State Occurs Recession .24 − 11.00% Normal .27 12.50% Boom .49 23.50% Multiple Choice .13848 .03835 .01918 .08842 .02877 MC algo 13-36 Expected Return A stock has an expected return of 10.80 percent. Based on the following information, what is the stock's return in a boom state of the economy? State of Economy Probability...
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%