Question 9 - You have a portfolio that is comprised of 39 percent of stock A and the rest in stock B. What is the expec...
Q12- You have a portfolio that is comprised of 91 percent of stock A and the rest in stock B. What is the variance of the portfolio, given the percent returns and information below? State of Economy Probabillity of State Return of Stock A Return of Stock B Recession Normal 0.25 1 0.6 5.3 -10.74 14.68 17.74 Boom 0.15 8.83 Answer should be formatted as a number with 2 decimal places (e.g. 99.99).
What is the expected return of Stock A State of Economy Probabillity of State Return of Stock A 0.15 -4.48 Recession Normal 0.59 11.12 Boom 1-(0.59+0.15) 17.74 Answer should be formatted as a percent with 2 decimal places (e.g. 99.99).
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 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% of Stock A and 30% of Stock B. What is the expected rate of return on this portfolio? Rate of Return if State Occurs 13 Probability of State of the Economy State of Economy Boom .25 Normal .65 Recession . 10 Stock A 24% 12% -36% Stock B 15% 12% 8% Multiple Choice 1113% 12.80%
Q5 What is the standard deviation of the expected return for Stock A? State of Economy. Probability of State Return of Stock A Return of Stock B 0.26 -8.05 3.86 Recession Normal 0.38 6.51 4.9 Boom 1-(0.26 +0.38) 22.18 9.08 Answer should be formatted as a percent with 2 decimal places (e.g. 99.99).
You decide to invest in a portfolio consisting of 30 percent Stock A, 30 percent Stock B, and the remainder in Stock C. Baseda the following information, what is the expected return of your portfolio? State of Economy Probability of State of Economy .2e Recession Normal Boom Return if State Occurs Stock A Stock B Stock C - 16.6% - 2.8% -21.7% 12.4% 7.4% 16.0% 26.4% 14.7% 30.6%
You decide to invest in a portfolio consisting of 35 percent Stock A, 35 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 .16 Recession Normal Boom Return if State Occurs Stock A Stock B Stock C -15.2% - 2.1% -21.0% 11.4% 6.7% 15.3% 25.0% 14.0% 29.9% .49 .35
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...
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%