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 1 year 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...

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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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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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