Find out the portfolio weight, Financial Econometrics

Question

You have a portfolio consisting solely of stock A and stock B. The portfolio has an expected return of 10.2%. Stock A has an expected return of 12% while stock B is expected to return 7%. What is the portfolio weight of stock A?

Posted Date: 2/15/2013 3:03:25 AM | Location : United States







Related Discussions:- Find out the portfolio weight, Assignment Help, Ask Question on Find out the portfolio weight, Get Answer, Expert's Help, Find out the portfolio weight Discussions

Write discussion on Find out the portfolio weight
Your posts are moderated
Related Questions
Adding a Riskless Cash Fund: Assume now that a riskless cash fund P0 is also available to invest in. The risk free rate is 0.05 for both lending & borrowing. Obtain Pythagoras's ne

Problem : PART A (a) Analyse Keynes's model of liquidity preference. (b) Analyse the instruments central banks use to control the supply of money in the economy. PA

Problem 1: (a) Analyze the asset price channels other than the traditional interest rate channel. (b) Analyze Bank lending channel and discuss its importance for the Mau

Create a new µσ-plane graph displaying the risk-less cash fund, tangency portfolio, Pythagoras's new optimal portfolio and the Capital Market Line relative to the risky efficient f

The demand equation for Good Y is given by             P = 900/q - 0.48q + 100       q > 0 In this question use derivatives to explore the relationship between the demand for

DX had the following balances in its trial balance at 30 September 2006: Trial balance extract at 30 September 2006 $000    $000 Revenue

Question 1: a) What do you meant by equilibrium National Income and to what extent is economic growth beneficial to an economy? b) Explain using both diagrams and mathemat

Q. What do you meant by Trade payable days? Year-end trade payables/Credit purchases (or cost of sales)x 365 days This is the length of time taken to pay suppliers. Ratio ca

Question What is the standard deviation of a portfolio which is comprised of $4,500 invested in stock S and $3,000 in stock T?

The  expected  return  and  risk  involved  in  making  an  investment  are important  factors  considered  by  investors.  The  expected  return  of  a business can be influenced