Question
In: Finance
Create a portfolio using the two stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the two stocks and information below:
| Expected Return | Standard Deviation | Weight in Portfolio | |
| Stock A | 21.00% | 28.00% | 19.00% |
| Stock B | 23.00% | 10.00% | 81.00% |
| ---------------------- | ---------------------- | ---------------------- | ---------------------- |
| Correlation (A,B) | 0.0500 | ---------------------- | --------------------- |
(Do not round intermediate calculations. Record your answers in decimal form and round your answers to 4 decimal places. Ex. x.xxxx)
What is the Correlation (A,A)?
What is the Correlation (B,B)?
What is the Covariance (A,A)?
What is the Covariance (A,B)?
What is the Covariance (B,A)?
What is the Covariance (B,B)?
What is the expected return on the portfolio above?
What is the variance on the portfolio above?
What is the standard deviation on the portfolio above?
Solutions
jeff jeffy answered 10 months agoRelated Solutions
Create a portfolio using the two stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the two stocks and information
below:
Expected Return
Standard Deviation
Weight in Portfolio
Stock A
34.00%
19.00%
90.00%
Stock B
9.00%
38.00%
10.00%
----------------------
----------------------
----------------------
----------------------
Correlation (A,B)
0.1500
----------------------
----------------------
(Do not round intermediate calculations. Record your
answers in decimal form and round your answers to 4 decimal places.
Ex. x.xxxx)
What is the variance of A?
What is the variance of B?
What is the Correlation (A,A)?
What is the Correlation (B,B)?
What...
Create a portfolio using the two stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the two stocks and information
below:
Expected Return
Standard Deviation
Weight in Portfolio
Stock A
33.00%
14.00%
81.00%
Stock B
24.00%
25.00%
19.00%
----------------------
----------------------
----------------------
----------------------
Correlation (A,B)
0.9600
----------------------
----------------------
(Do not round intermediate calculations. Record your
answers in decimal form and round your answers to 4 decimal places.
Ex. x.xxxx)
What is the variance of A?
What is the variance of B?
What is the Correlation (A,A)?
What is the Correlation (B,B)?
What...
Create a portfolio using the two stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the two stocks and information
below:
Expected Return
Standard Deviation
Weight in Portfolio
Stock A
35.00%
11.00%
78.00%
Stock B
26.00%
30.00%
22.00%
----------------------
----------------------
----------------------
----------------------
Correlation (A,B)
0.8900
----------------------
----------------------
(Do not round intermediate calculations. Record your
answers in decimal form and round your answers to 4 decimal places.
Ex. x.xxxx)
What is the variance of A?
What is the variance of B?
What is the Correlation (A,A)?
What is the Correlation (B,B)?
What...
Create a portfolio using the two stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the two stocks and information
below:
Expected Return
Standard Deviation
Weight in Portfolio
Stock A
8.00%
11.00%
42.00%
Stock B
9.00%
32.00%
58.00%
----------------------
----------------------
----------------------
----------------------
Correlation (A,B)
0.1300
----------------------
----------------------
(Do not round intermediate calculations. Record your
answers in decimal form and round your answers to 4 decimal places.
Ex. x.xxxx)
What is the variance of A?
What is the variance of B?
What is the Correlation (A,A)?
What is the Correlation (B,B)?
What...
Create a portfolio using the four stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the four stocks and information
below:
Expected Return
Standard Deviation
Weight in Portfolio
Stock A
23.00%
16.00%
10.00%
Stock B
18.00%
10.00%
25.00%
Stock C
28.00%
24.00%
23.00%
Stock D
14.00%
26.00%
42.00%
----------------------
----------------------
----------------------
----------------------
Correlation (A,B)
0.5100
----------------------
----------------------
Correlation (A,C)
0.3700
----------------------
----------------------
Correlation (A,D)
0.0600
----------------------
----------------------
Correlation (B,C)
0.8800
----------------------
----------------------
Correlation (B,D)
0.3500
----------------------
----------------------
Correlation (C,D)
0.6100
----------------------
----------------------
(Do not round intermediate calculations. Record your
answers in...
Create a portfolio using the three stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the three stocks and information
below:
Expected Return
Standard Deviation
Weight in Portfolio
Stock A
35.00%
28.00%
39.00%
Stock B
34.00%
25.00%
25.00%
Stock C
26.00%
21.00%
36.00%
----------------------
----------------------
----------------------
----------------------
Correlation (A,B)
0.4300
----------------------
----------------------
Correlation (A,C)
0.9700
----------------------
----------------------
Correlation (B,C)
0.2600
----------------------
----------------------
all answered exept the last two question
(Do not round intermediate calculations. Record your
answers in decimal form and round your answers to 4 decimal places.
Ex. x.xxxx)
What...
Create a portfolio using the three stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the three stocks and information
below:
Expected Return
Standard Deviation
Weight in Portfolio
Stock A
6.00%
21.00%
24.00%
Stock B
33.00%
39.00%
33.00%
Stock C
18.00%
35.00%
43.00%
----------------------
----------------------
----------------------
----------------------
Correlation (A,B)
0.0700
----------------------
----------------------
Correlation (A,C)
0.5700
----------------------
----------------------
Correlation (B,C)
0.5600
----------------------
----------------------
(Do not round intermediate calculations. Record your
answers in decimal form and round your answers to 4 decimal places.
Ex. x.xxxx)
What is the variance of A?
0.0441
What...
Create a portfolio using the three stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the three stocks and information
below:
Expected Return
Standard Deviation
Weight in Portfolio
Stock A
6.00%
18.00%
31.00%
Stock B
6.00%
29.00%
19.00%
Stock C
22.00%
22.00%
50.00%
----------------------
----------------------
----------------------
----------------------
Correlation (A,B)
0.2700
----------------------
----------------------
Correlation (A,C)
0.3700
----------------------
----------------------
Correlation (B,C)
0.2600
----------------------
----------------------
(Do not round intermediate calculations. Record your
answers in decimal form and round your answers to 4 decimal places.
Ex. x.xxxx)
What is the variance of A?
What is...
Create a portfolio using the four stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the four stocks and information
below:
Expected Return
Standard Deviation
Weight in Portfolio
Stock A
21.00%
21.00%
15.00%
Stock B
5.00%
17.00%
28.00%
Stock C
7.00%
12.00%
11.00%
Stock D
22.00%
22.00%
46.00%
----------------------
----------------------
----------------------
----------------------
Correlation (A,B)
0.7000
----------------------
----------------------
Correlation (A,C)
0.4900
----------------------
----------------------
Correlation (A,D)
0.2500
----------------------
----------------------
Correlation (B,C)
0.4400
----------------------
----------------------
Correlation (B,D)
0.9600
----------------------
----------------------
Correlation (C,D)
0.2000
----------------------
----------------------
(Do not round intermediate calculations. Record your
answers in...
Create a portfolio using the four stocks and information below: Expected Return Standard Deviation Weight in...
Create a portfolio using the four stocks and information
below:
Expected Return
Standard Deviation
Weight in Portfolio
Stock A
21.00%
21.00%
15.00%
Stock B
5.00%
17.00%
28.00%
Stock C
7.00%
12.00%
11.00%
Stock D
22.00%
22.00%
46.00%
----------------------
----------------------
----------------------
----------------------
Correlation (A,B)
0.7000
----------------------
----------------------
Correlation (A,C)
0.4900
----------------------
----------------------
Correlation (A,D)
0.2500
----------------------
----------------------
Correlation (B,C)
0.4400
----------------------
----------------------
Correlation (B,D)
0.9600
----------------------
----------------------
Correlation (C,D)
0.2000
----------------------
----------------------
(Do not round intermediate calculations. Record your
answers in...
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