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28 Sep 2019
onsider the following information:
Rate of Return if State Occurs State of Probability of Economy State of Economy Stock A Stock B Stock C Boom .15 .39 .49 .29 Good .55 .15 .20 .08 Poor .25 â .01 â .09 â .07 Bust .05 â .20 â .24 â .10
a. Your portfolio is invested 24 percent each in A and C, and 52 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
Expected return %
b-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.)
Variance
b-2. What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
Standard deviation %
onsider the following information: |
Rate of Return if State Occurs | ||||||||||||
State of | Probability of | |||||||||||
Economy | State of Economy | Stock A | Stock B | Stock C | ||||||||
Boom | .15 | .39 | .49 | .29 | ||||||||
Good | .55 | .15 | .20 | .08 | ||||||||
Poor | .25 | â | .01 | â | .09 | â | .07 | |||||
Bust | .05 | â | .20 | â | .24 | â | .10 | |||||
a. | Your portfolio is invested 24 percent each in A and C, and 52 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) |
Expected return | % |
b-1. | What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) |
Variance |
b-2. | What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) |
Standard deviation | % |
Nestor RutherfordLv2
28 Sep 2019