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The expected return of Bonita is 15.3 percent, and the expected return of Windsor is 23.3 percent. Their standard deviations are 10.3 percent and 23.3 percent, respectively, and the correlation coefficient between them is zero. What is the expected return and standard deviation of a portfolio composed of 25 percent Bonita and 75 percent Windsor? (Round intermediate calculations to 6 decimal places, e.g. 31.212564 and final answers to 2 decimal places, e.g. 15.25%.) The expected return % Standard deviation of...
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The expected return of Culver is 14.4 percent, and the expected
return of Larkspur is 22.4 percent. Their standard deviations are
9.4 percent and 22.4 percent, respectively, and the correlation
coefficient between them is zero. What is the expected return and
standard deviation of a portfolio composed of 25 percent Culver and
75 percent Larkspur? (Round intermediate calculations to 6 decimal
places, e.g. 31.212564 and final answers to 2 decimal places, e.g.
15.25%.) The expected return % Standard deviation of...
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11 Security Fhas an expected return of 15.0 percent and a standard deviation of 19 percent per year. Security G has an expected return of 21.0 percent and a standard deviation of 44 percent per year. 6.25 а. points What is the expected return on a portfolio composed of 30 percent of security Fand 70 percent of security G? (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) еВook Expected return of the portfolio Print...
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please make sure all answers are rounded to 2 decimal points.
thanks!
Suppose the expected returns and standard deviations of Stocks A and Bare E(RA) 100, E(Ra) 160, OA370, and OB 630 a-1. Calculate the expected return of a portfolio that is composed of 45 percent A and 55 percent Bwhen the correlation between the returns on A and Bis .60. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g, 32.16.) %...
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Suppose the expected returns and standard
deviations of Stocks A and B are E(RA) = .088, E(RB) = .148, σA =
.358, and σB = .618.
Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .088, E(RB) = .148, 0A = .358, and 0B = .618. a-1. Calculate the expected return of a portfolio that is composed of 33 percent A and 67 percent B when the correlation between the returns on A and...
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The market portfolio has an expected return of 11.5 percent and
a standard deviation of 21.5 percent. The risk-free rate is 4.5
percent.
a.
What is the expected return on a well-diversified portfolio with
a standard deviation of 8.5 percent? (Do not round
intermediate calculations. Enter your answer as a percent rounded
to 2 decimal places (e.g., 32.16).)
Expected return
%
b.
What is the standard deviation of a well-diversified portfolio
with an expected return of 19.5...
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The market portfolio has an expected return of 12.3 percent and a standard deviation of 22.3 percent. The risk-free rate is 5.3 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 9.3 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the standard deviation of a well-diversified portfolio with an expected return of 20.3 percent? (Do not round intermediate...
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You wish to combine two stocks, Encor and Maestro, into a
portfolio with an expected return of 16.7 percent. The expected
return of Encor is 2.7 percent with a standard deviation of 1
percent. The expected return of Maestro is 26.4 percent with a
standard deviation of 10.7 percent. The correlation between the two
stocks is 0.4. What is the composition (weights) of the portfolio?
(Round answer to 4 decimal places, e.g. 14.5125%.) Weight in Encor
% Weight in Maestro...
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Historical Realized Rates of Return You are considering an investment in either individual stocks or a portfolio of stocks. The two stocks you are researching, Stock A and Stock B, have the following historical returns: Year 2014 2015 2016 2017 2018 -22.80% 39.25 24.75 -6.75 34.50 -5.50 % 20.30 -10.20 48.10 16.25 a. Calculate the average rate of return for each stock during the 5-year period. Do not round Intermediate calculations. Round your answers to two decimal places. Stock A:...
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Asset K has an expected return of 16 percent and a standard deviation of 35 percent. Asset L has an expected return of 10 percent and a standard deviation of 16 percent. The correlation between the assets is 0.58. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation
The expected return of Bonita is 15.3 percent, and the expected return of Windsor is 23.3 percent. Their standard deviations are 10.3 percent and 23.3 percent, respectively, and the correlation coefficient between them is zero. What is the expected return and standard deviation of a portfolio composed of 25 percent Bonita and 75 percent Windsor? (Round intermediate calculations to 6 decimal places, e.g. 31.212564 and final answers to 2 decimal places, e.g. 15.25%.) The expected return % Standard deviation of...
11 Security Fhas an expected return of 15.0 percent and a standard deviation of 19 percent per year. Security G has an expected return of 21.0 percent and a standard deviation of 44 percent per year. 6.25 а. points What is the expected return on a portfolio composed of 30 percent of security Fand 70 percent of security G? (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) еВook Expected return of the portfolio Print...
please make sure all answers are rounded to 2 decimal points.
thanks!
Suppose the expected returns and standard deviations of Stocks A and Bare E(RA) 100, E(Ra) 160, OA370, and OB 630 a-1. Calculate the expected return of a portfolio that is composed of 45 percent A and 55 percent Bwhen the correlation between the returns on A and Bis .60. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g, 32.16.) %...
Suppose the expected returns and standard
deviations of Stocks A and B are E(RA) = .088, E(RB) = .148, σA =
.358, and σB = .618.
Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .088, E(RB) = .148, 0A = .358, and 0B = .618. a-1. Calculate the expected return of a portfolio that is composed of 33 percent A and 67 percent B when the correlation between the returns on A and...
The market portfolio has an expected return of 12.3 percent and a standard deviation of 22.3 percent. The risk-free rate is 5.3 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 9.3 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the standard deviation of a well-diversified portfolio with an expected return of 20.3 percent? (Do not round intermediate...
Historical Realized Rates of Return You are considering an investment in either individual stocks or a portfolio of stocks. The two stocks you are researching, Stock A and Stock B, have the following historical returns: Year 2014 2015 2016 2017 2018 -22.80% 39.25 24.75 -6.75 34.50 -5.50 % 20.30 -10.20 48.10 16.25 a. Calculate the average rate of return for each stock during the 5-year period. Do not round Intermediate calculations. Round your answers to two decimal places. Stock A:...
Asset K has an expected return of 16 percent and a standard deviation of 35 percent. Asset L has an expected return of 10 percent and a standard deviation of 16 percent. The correlation between the assets is 0.58. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation