Question
In: Finance
Q3.15You have been given the following return data on three assets: F, G and H and...
Q3.15You have been given the following return data on three assets: F, G and H and the two portfolios – over the period 2013 to 2016:
|
Year |
Asset F |
Asset G |
Asset H |
Portfolio FG |
Portfolio FH |
|
2013 |
16 |
17 |
14 |
16.5 |
15 |
|
2014 |
17 |
16 |
15 |
16.5 |
16 |
|
2015 |
18 |
15 |
16 |
16.5 |
17 |
|
2016 |
19 |
14 |
17 |
16.5 |
18 |
Using these assets, you have isolated three investment alternatives:
- 100% of Asset F
- 50% of Asset F and 50% of Asset G
- 50% of Asset F and 50% of Asset H
Required:
- Calculate the expected return for each of the three investment alternatives
- Calculate the standard deviation of returns for each of the three investment alternatives
- Based on your findings above, which of the three investment alternatives would you recommend? Justify your choice.
Solutions
Expert Solution
SEE THE IMAGE. ANY DOUBTS, FEEL FREE TO ASK. THUMBS UP PLEASE
As nothing was mentioned excel is used. If you need with formula, let me know, will do that also. Thank you.
jeff jeffy answered 9 months agoRelated Solutions
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You have been given the expected return data shown in the first table on three assets—F,...
You have been given the expected return data shown in the first
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Year
Asset F
Asset G
Asset H
2015
9
12
15
2016
8
9
16
2017
5
21
19
2018
13
6
11
Find the expected return, variance, std dev and coefficient of
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Now consider a portfolio that consists of 25% of F, 50% of G
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You have been given the expected return data shown in the first table on three assets—F,...
You have been given the expected return data shown in the first
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Year
Asset F
Asset G
Asset H
2015
9
12
15
2016
8
9
16
2017
5
21
19
2018
13
6
11
Find the expected return, variance, std dev and coefficient of
variation for each asset.
Now consider a portfolio that consists of 25% of F, 50% of G
and 25% of H. Find the expected return,...
You have been given the expected return data shown in the first table on three assets—F,...
You have been given the expected return data shown in the first
table on three assets—F, G, and H—over the period 2015-2018
Year
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Asset G
Asset H
2015
9
12
15
2016
8
9
16
2017
5
21
19
2018
13
6
11
Find the expected return, variance, std dev and coefficient of
variation for each asset.
Now consider a portfolio that consists of 25% of F, 50% of G
and 25% of H. Find the expected return,...
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You have been given the expected return data shown in the first
table on three assets—F, G, and H—over the period 2015-2018
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2015 9 12 15
2016 8 9 16
2017 5 21 19
2018 13 6 11
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Year
Asset A
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2021
6%
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4%
2022
8%
8%
6%
2023
10%
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8%
2024
12%
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2
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2013
16
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2014
17
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15
2015
18
15
16
2016
19
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J
Prj
Return rj
Prj
Return rj
Prj
Return,rj
1
.10
40%
.40
35%
.10
40%
2
.20
10
.30
10
.20
20
3
.40
0
.30
-20
.40
10
4
.20
-5
.20
0
5
.10
-10
.10
-20
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Year
Asset F
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2016
16%
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14%
2017
17
16
15
2018
18
15
16
2019
19
14
17
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Given the following thermochemical data: ∆H°f (kJ) I. P4(s) + 6 Cl2(g) ⟶ 4 PCl3(g) –1225.6...
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Calculate the value of ∆H° for the following reaction: P4O10(s)
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Why/how is the answer 610.1 kJ?
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