Question
In: Finance
14.You are expecting either a recession or steady growth next year. Recession has a 47% probability...
14.You are expecting either a recession or steady growth next year. Recession has a 47% probability of happening. In steady growth, stock ABC returns 9.25% and stock XYZ returns 6.25%. In a recession, stock ABC returns -5.10% and stock XYZ returns -2.90%. You are going to put together a portfolio of these two stocks with positive portfolio weight in each and allocate 33% of the portfolio to ABC with the remainder to XYZ. What is the variance of the portfolio? options: 0.00294 0.00301 0.00309 0.00316 0.00324
Solutions
jeff jeffy answered 1 year agoRelated Solutions
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to ABC with the remainder to XYZ. What is the variance of the
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You are expecting either a recession or steady growth next year. Recession has a 25% probability...
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recession, stock ABC returns -6.20% and stock XYZ returns -4.00%.
You are going to put together a portfolio of these two stocks with
positive portfolio weight in each and allocate 55% of the portfolio
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portfolio?...
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