An equally weighted portfolio consists of 74 assets which all have a standard deviation of 0.252....

An equally weighted portfolio consists of 74 assets which all have a standard deviation of 0.252. The average covariance between the assets is 0.091. Compute the standard deviation of this portfolio. Please enter your answer as a percentage to three decimal places (i.e. 12.345% rather than 0.12345 -- the percent sign is optional).

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jeff jeffy answered 8 months ago

An equally weighted portfolio consists of 25 assets which all have a standard deviation of 0.219....

An equally weighted portfolio consists of 25 assets which all have a standard deviation of 0.219. The average covariance between the assets is 0.082. Compute the standard deviation of this portfolio. Please enter your answer as a percentage to three decimal places (i.e. 12.345% rather than 0.12345 -- the percent sign is optional).

An equally weighted portfolio consists of 22 assets which all have a standard deviation of 0.154....

An equally weighted portfolio consists of 22 assets which all have a standard deviation of 0.154. The average covariance between the assets is 0.046. Compute the standard deviation of this portfolio. Please enter your answer as a percentage to three decimal places (i.e. 12.345% rather than 0.12345 -- the percent sign is optional).

In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio...

In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 170 securities that has an average value (across securities) of nonsystematic standard deviation, σ(ei), equal to 22%? (Round your answer to 2 decimal places.)

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Security Return(S1) Return(S2) A 16% 20% B 12% 25% Risk-free asset return = 4%; S1 is State-1 and S2 is State-2; Prob(S1) = 0.6; Prob(S2) = 0.4What is the standard deviation of returns of an equally weighted portfolio made up of Security A and Security B?

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The standard deviation of a portfolio: Multiple Choice is a weighted average of the standard deviations of the individual securities held in the portfolio. is an arithmetic average of the standard deviations of the individual securities which comprise the portfolio. can never be less than the standard deviation of the most risky security in the portfolio. can be less than the standard deviation of the least risky security in the portfolio. must be equal to or greater than the lowest...

You have combined two stocks, A and B, into an equally weighted portfolio (Stable) and it...

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A portfolio consists of 60% of Security A (expected return of 0.10 and standard deviation of...

A portfolio consists of 60% of Security A (expected return of 0.10 and standard deviation of 0.03) and 40% of Security B (expected return of 0.20 and standard deviation of 0.05) and the correlation coefficient between A and B is -0.0012. a) Calculate the expected return and standard deviation of the portfolio. b) Calculate the standard deviation of the portfolio if there was no diversification benefit.

If holding assets in a diversified portfolio, why is beta, and not standard deviation, the appropriate...

If holding assets in a diversified portfolio, why is beta, and not standard deviation, the appropriate measure of risk for an individual asset?

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