You own a stock portfolio invested 25 percent in Stock Q, 15 percent in Stock R,...

You own a stock portfolio invested 25 percent in Stock Q, 15 percent in Stock R, 15 percent in Stock S, and 45 percent in Stock T. The betas for these four stocks are 1.36, 1.7, 1.3, and 0.48, respectively. What is the portfolio beta?

Expert Solution

Ans 1.01

Stock	INVESTMENT (i)	Beta (ii)	Investment* Beta (i)* (ii)
Q	25%	1.36	0.34
R	15%	1.70	0.26
S	15%	1.30	0.20
T	45%	0.48	0.22
Total	100%		1.01

jeff jeffy answered 9 months ago

You own a stock portfolio invested 30 percent in Stock Q, 25 percent in Stock R,...

You own a stock portfolio invested 30 percent in Stock Q, 25 percent in Stock R, 5 percent in Stock S, and 40 percent in Stock T. The betas for these four stocks are 0.8, 1.05, 1.55, and 0.65, respectively. What is the portfolio beta?

You own a stock portfolio invested 25 percent in Stock Q, 20 percent in Stock R,...

You own a stock portfolio invested 25 percent in Stock Q, 20 percent in Stock R, 15 percent in Stock S, and 40 percent in Stock T. The betas for these four stocks are .9, 1.4, 1.1 and 1.8, respectively. What is the portfolio beta? You want to create a portfolio equally as risky as the market (i.e, a portfolio with beta equal to 1), and you have $1,000,000 to invest. Given this information, fill in the rest of the...

You own a stock portfolio invested 32 percent in Stock Q, 22 percent in Stock R,...

You own a stock portfolio invested 32 percent in Stock Q, 22 percent in Stock R, 19 percent in Stock S, and 27 percent in Stock T. The betas for these four stocks are 0.97, 0.61, 1.22, and 1.29, respectively. What is the portfolio beta? Enter the answer with 4 decimals (e.g. 1.1234)

You own a stock portfolio invested 20 percent in Stock Q, 20 percent in Stock R,...

You own a stock portfolio invested 20 percent in Stock Q, 20 percent in Stock R, 10 percent in Stock S, and 50 percent in Stock T. The betas for these four stocks are 1.12, 0.69, 1.16, and 1.69, respectively. What is the portfolio beta?

You own a stock portfolio invested 30 percent in stock Q, 20 percent in stock R,...

You own a stock portfolio invested 30 percent in stock Q, 20 percent in stock R, 35 percent in stock S, and 15 percent in stock T. The bestas for these four stocks are .85 1.18, 1.02, and 1.20, respectively. what is the portfolio beta?

You own a portfolio that is 30 percent invested in Stock X, 25 percent in Stock...

You own a portfolio that is 30 percent invested in Stock X, 25 percent in Stock Y, and 45 percent in Stock Z. The expected returns on these three stocks are 9 percent, 18 percent, and 14 percent, respectively. What is the expected return on the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

4. You own a Portfolio that is invested 43 percent in Stock A, 16 percent in...

4. You own a Portfolio that is invested 43 percent in Stock A, 16 percent in Stock B, and 41 percent in Stock C. The “Expected Returns” on Stocks A, B, and C are: 9.1 percent, 16.7 percent, and 11.4 percent, respectively. What is the “Variance” of the Portfolio and What is the “Standard Deviation” of the Returns on this Stock?

1. a. A portfolio is invested 15 percent in Stock G, 65 percent in Stock J,...

1. a. A portfolio is invested 15 percent in Stock G, 65 percent in Stock J, and 20 percent in Stock K. The expected returns on these stocks are 10 percent, 20 percent, and 25 percent, respectively. What is the portfolio's expected return? 20.28% 19.50% 18.52% 20.48% 14.67% b. Consider the following information: Rate of Return if State Occurs State of Economy Probability of State of Economy Stock A Stock B Stock C Boom 0.64 0.09 0.31 0.05 Bust...

You own a portfolio that has $9,283 invested in Stock A and $6,556 invested in Stock...

You own a portfolio that has $9,283 invested in Stock A and $6,556 invested in Stock B. If the expected returns on these stocks are 0.14 and 0.15, respectively, what is the expected return on the portfolio? Enter the answer with 4 decimals (e.g. 0.1234).

You own a portfolio that has $2,250 invested in Stock A and $3,450 invested in Stock...

You own a portfolio that has $2,250 invested in Stock A and $3,450 invested in Stock B. If the expected returns on these stocks are 11 percent and 17 percent, respectively, what is the expected return on the portfolio?

Question