Problem #5 (12 Marks) You have a portfolio with a standard deviation of 30% and an...
P 12-18 (similar to) Question Help You have a portfolio with a standard deviation of 26% and an expected return of 15% You are considering adding one of the two stocks in the following table. If after adding the stock you will have 20 % of your money in the new stock and 80 % of your money in your existing portfolio, which one should you add? Еxpected Standard Correlation with Your Portfolio's Retuns Return Deviation Stock A Stock B...
P 12-18 (similar to) 8 You have a portfolio with a standard deviation of 28% and an expected return of 20%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 25% of your money in the new stock and 75% of your money in your existing portfolio, which one should you add? Expected Return Standard Correlation with Your Portfolio's Returns Deviation Stock A 16% 21% 0.2 Stock B...
You have a portfolio with a standard deviation of 20% and an expected return of 20%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 20% of your money in the new stock and 80% of your money in your existing portfolio, which one should you add? Expected Return Standard Deviation Correlation with Your Portfolio's Returns Stock A 15% 22% 0.4 Stock B 15% 18% 0.6 Standard deviation...
You have a portfolio with a standard deviation of 30 % and .an expected return of 15 %. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30 % of your money in the new stock and 70 % of your money in your existing portfolio, which one should you add? Expected Return: (ER) Standard Deviation:(STNDDEV) Correlation with Your Portfolio's Returns(Corr) Stock A (ER) 15% (STNDDEV)25% (Corr)0.3 Stock...
Standard deviation must be rounded to two decimal places. You have a portfolio with a standard deviation of 30% and an expected return of 16%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 20% of your money in the new stock and 80% of your money in your existing portfolio, which one should you add? Correlation with Your Portfolio's Returns Expected Return 16% 16% Standard Deviation 23%...
You have a portfolio with a standard deviation of 20% and an expected retum of 17%. You are considering adding one of the two stocks in the following table. If her adding the stock you will have 20% of your money in the new stock and 80% of your money in your existing portfolio, which one should you add? Expected Return 12% 12% Standard Deviation 24% 195 Correlation with Your Portfolio's Returns 02 Stock A Stock B Standard deviation of...
You have a portfolio with a standard deviation of 26 % and an expected return of 17 %. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 20 % of your money in the new stock and 80 % of your money in your existing portfolio, which one should you add? Expected Return Standard Deviation Correlation with your portfolios return Stock A 13% 25% 0.3...
You have a portfolio with a standard deviation of 26% and an expected return of 20%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add? Expected Return 12% 12% Standard Deviation 24% 19% Correlation with Your Portfolio's Returns 0.4 0.6 Stock A Stock B Standard deviation...
6. Calculating a beta coefficient for a single stock Suppose that the standard deviation of returns for a single stock A IS A = 25%, and the standard deviation of the market return is on = 15%. If the correlation between stock A and the market is PAM - 0.6, then the stock's beta is prns against the market returns will equal the true value of Is it reasonable to expect that the beta value estimated via the regression of...
You have a portfolio with a standard deviation of 28% and an expected return of 17%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add? Expected Return 16% 16% Standard Deviation 21% 16% Correlation with Your Portfolio's Returns Stock A Stock B 0.3 0.7 Standard deviation...