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Create a portfolio using the four stocks and information below: Stock A Stock B Stock C...
Three-stock Portfolio The information regarding a portfolio consisting of three stocks is given below. Stock A Stock B Stock C E(R) 15% 21% Standard Deviation 10% 30% Weight 0.30 0.30 17% 14% 0.40 The correlation coefficient between Stocks A and B is 0.27. The correlation coefficient between Stocks A and C is 0.67. The correlation coefficient between Stocks B and C is 0.12. What is the expected return of the portfolio? Select one: o a. 12.54% b. 10.68% c. 17.60%...
1. A portfolio contains 3 stocks as outlined below. What is the beta of the portfolio? Stock Weight Beta A 70% 0.77 B 10% 1.17 C 20% 1.77 A. 1.24 B. 1.10 C. 1.07 D. 1.01 2. Two stocks have the following returns. What is their correlation? Year Stock A Stock B 2010 8.00% -8.00% 2011 9.00% -9.00% 2012 10.00% -10.00% 2013 12.00% -12.00% 2014 14.00% -14.00% 2015 16.00% -16.00% A. -1.00 B. 1.00 C. 0.00 D. -.23
A portfolio has three stocks: Stock A, Stock B, and Stock C. Stock A has a return of 17.46%. Stock B has a return of 13.18%. The weight of Stock A in the portfolio is 30%. The weight of stock B in the portfolio is 35%. The weight of Stock C in the portfolio is 35%. If the portfolio return is 39.75%, what is the return of Stock C in the portfolio? Note: Enter your answer in percentages rounded off...
Based on the data below, what is the portfolio beta? (format xx.xx as needed) Weight: A 23.00% B 32.00% C 35.00% D 10.00% Beta (b) A 0.95 B 0.23 C 1.75 D 1.70
You own the following portfolio of stocks. What is the portfolio weight of Stock C? Stock Number of Shares Price per Share A 120 $ 29 B 720 $ 25 C 450 $ 49 D 220 $ 48
Consider a portfolio comprised of two stocks A and B: The estimates shown below are given in percentage format for the expected return, E(R), and standard deviation of returns (SD). Stock Weight E(R) SD A 0.40 16% 45% B 0.60 12% 30% The correlation between stocks A and B is .75. Calculate the portfolio expected return and standard deviation. A. 13.6%, 33.67% B. 13.6%, 12.73% D. none of the above C. 12.1%, 18.62%
You own the following portfolio of stocks. What is the portfolio weight of Stock C? Stock Number of Shares Price per Share A 120 $ 27 B 700 $ 23 C 400 $ 47 D 200 $ 46 Multiple Choice .0684 .3401 .1943 .6587 .3971
Jane is considering investing in three different stocks or creating three distinct two stock portfolios. Jane views herself as a rather conservative investor. She is able to obtain historical returns for the three securities for the years 2012 through 2018. The data are given in the following table. Year Stock A Stock B Stock C 10% 10% 13 12% 14 11 15 2012 2013 2014 2015 2016 2017 8 10 14 12 10 16 14 12 2018 15 15 10...
The information regarding a portfolio consisting of two stocks is given below. Stock A E(R). 15% 17% Standard Deviation 10% 14% Stock B The correlation coefficient between Stocks A and C is zero. It can be inferred that the standard deviation of a portfolio consisting of these two stocks - Zero. Select one: O a. can not be O b. can be
A portfolio is comprised of two stocks, A and B. Stock A has a standard deviation of return of 25% while stock B has a standard deviation of return of 5%. Stock A comprises 20% of the portfolio while stock B comprises 80% of the portfolio. If the variance of return on the portfolio is .0080, the correlation coefficient between the returns on A and B is __________. A. -.975 B. -.025 C. .025 D. .975