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Consider the following ex ante (expected) distributions for assets 1 and 2: marginal distributions
Asset 1
Asset 2
m
R_{1m}
f(R_{1m})
l
R_{2l}
f(R_{2l})
1
12%
0.45
4%
0.09
2
6%
0.55
8%
0.17
3
10%
0.35
4
14%
0.39
joint distribution (for above outcomes of return)
L
f(R_{1m}, R_{2l})
0.01
0.03
0.24
0.08
0.14
0.18
0.15
Question
Using the ex ante data given on the preceding page, calculate the following:
A. The expected (mean) returns (E[R_{i}]) for assets 1 and 2
B. The variances (total risk) of return (s_{i}^{2}) for assets 1 and 2
C. The standard deviations (total risk) of return (s_{i}) for assets 1 and 2
D. The covariance of return (s_{ij}) between assets 1 and 2
E. The correlation coefficient of return (r_{ij}) between assets 1 and 2
Additional Information
This kinds of question lies from Statistics and it is about finding expected mean, variances, standard deviation and correlation coefficient between two assets and their returns.
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