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
Question You want your portfolio beta to be 1.20. Currently, your portfolio consists of $100 invested in stock A with a beta of 1.4 and $300 in stock B with a beta of .6. You h

Question Your portfolio has a beta of 1.18. The portfolio consists of 15% U.S. Treasury bills, 30% in stock A, and 55% in stock B. Stock A has a risk-level equivalent to that o

Consider a recent merger between two major corporations. Describe the terms of the merger (cash or stock, premium, changes in management / directors, etc.). Explain the motivation

Question: (a) Why is a disturbance term included in a regression? (b) What are the properties of an OLS estimator? (c) Outline the major steps involved in the application

what is the applicability of an operating cycle in vegetable growing?

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 ex

a debit is used to record

You are required to conduct a stock market simulation for a period of  four weeks (week 4 - week 7). This is a group project which may consist of five members only. Each group will

You decide to max-out your annual investment into your Individual Retirement Account and invest $6,000 at the end of each year for the next 17 years. At the end of this investment

Question 1: (a) As a small island economy , Mauritius had to face a number of constraints in order to transform itself from mono-cop economy into a well diversified midd