You have a portfolio that is invested 13 percent in Stock A, 52 percent in Stock...

You have a portfolio that is invested 13 percent in Stock A, 52 percent in Stock B, and 35 percent in Stock C. The betas of the stocks are .82, 1.37, and 1.66, respectively. What is the beta of the portfolio?

Expert Solution

Ans 1.40

Stock	BETA	Investment %	Beta * Investment
A	0.82	13%	0.11
B	1.37	52%	0.71
C	1.66	35%	0.58
		Total	1.40

jeff jeffy answered 1 year ago

You decide to invest in a portfolio consisting of 13 percent Stock X, 52 percent Stock...

You decide to invest in a portfolio consisting of 13 percent Stock X, 52 percent Stock Y, and the remainder in Stock Z. Based on the following information, what is the standard deviation of your portfolio? State of Economy Probability of State Return if State Occurs of Economy Stock X Stock Y Stock Z Normal .75 10.60% 4.00% 13.00% Boom .25 17.90% 25.90% 17.40% Multiple Choice 8.76% 3.61% 7.51% 6.01% 2.71%

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?

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, 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 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 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?

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...

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...

Question