Calculate the beta coefficient

Questions Cloud

User Account

All Pages

Reference no: EM13878833

Reference no: EM13878833

1. Katherine Wilson is wondering how much she must undertake to generate an acceptable return on her portfolio. The risk-free return currently is 6%. The return on average stock (market return) is 14%. Use the CAMP to calculate the beta coefficient associated with a portfolio return of 20%

how can you calculate this using excel? Solve using excel

2. Jamie Wong is considering building an investment portfolio containing two stocks, L and M. Stock L will represent 65% of dollar value of the portfolio, and stock M will account for the other 35%. The expected returns over the next 6 years, 2015-2020, for each of the stocks are shown in the following table. Solve using excelformulas

year	Expected return	Expected return
Year	Stock L	Stock M
2015	15%	23%
2016	15%	23%
5017	17%	23%
2018	17%	23%
2019	17%	23%
2020	17%	23%

Internal rate of return (irr) and npv : What is the relationship between Internal rate of return (IRR) and NPV?

Identifies a gap in knowledge of the subject matter : Describe in detail the design of the study, which might include a brief protocol description for how the study was conducted and a rationale as to why the selected design provides the best measurements.

Determining the reactions at the hinges : A 30-kg cover for a roof opening is hinged at corners A and B. The roof forms s an angle of 30o with the horizontal, and the cover is maintained in a horizontal position by the brace CE. Determine

Discuss the pros and cons of each financial tool-npv : Discuss the pros and cons of each financial tool-NPV, IRR, payback, and profitability index.

Calculate the beta coefficient : 1. Katherine Wilson is wondering how much she must undertake to generate an acceptable return on her portfolio. The risk-free return currently is 6%. The return on average stock (market return) is 14%. Use the CAMP to calculate the beta coefficient a..

What measures do governments take to promote exports : What measures do governments take to promote exports and restrict imports?

How many units of product should be produced : Decide how many units of product 1 and product 2 should be produced by using GP given the following information:-Total profit should be at least 260.

Cable and reaction at ball-and-socket joint : A 3-m boom is acted upon by the 4-kN force shown. Determine the tension in each cable and the reaction at the ball-and-socket joint at A.

During the same time period : Year-to-date, Oracle had earned a -1.50 percent return. During the same time period, Valero Energy earned 7.98 percent and McDonald's earned 0.64 percent.

a. Calculate the expected portfolio return, for each of the 6 years.

b. Calculate the expected value of portfolio returns, over the 6-years period.

c. Calculate the standard deviation of expected portfolio returns, over the 6-year period.

d. How would you characterize the correlation of returns of the two stocks L and M?