What is the standard deviation of portfolio

Assignment Help Financial Management

Reference no: EM131909360

Consider the following information: State of Probability of Rate of Return If State Occurs Economy State of Economy Stock A Stock B Stock C Boom .15 .350 .450 .330 Good .45 .120 .100 .170 Poor .35 .010 .020 − .050 Bust .05 − .110 − .250 − .090 Your portfolio is invested 30 percent each in A and C and 40 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) Variance What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation %

Reference no: EM131909360

Questions Cloud

Make four quarterly payments to retire the loan : What is the effective rate of interest? What would the effective rate be if Zerox were required to make four quarterly payments to retire the loan?

What have the victims asked of the cjs : Analyze the effects of any policies that the CJS has applied to the problem.Examine societal responses to the problem.

How is the material relevant to the topic : How is this material relevant to the topic(s) discussed in your summary of Difficult Conversations? In what way does this material enhance the other Human.

Case for or against the proposed settlement : evaluate the strength of their arguments and offer additional information that you think may be of use in making their case for or against the proposed settleme

What is the standard deviation of portfolio : What is the variance of this portfolio? What is the standard deviation of this portfolio?

Percent levels of significance : The students in Ms. Kim's class posted an average score of 527 points. You can conclude that:

Perform expanded analysis on financial statements : Choose a publicly traded company and perform an expanded analysis on the financial statements.

Difference between an interval and a confidence interval : What's the difference between an interval and a confidence interval?

What is the annual coupon payment for bond : What is the annual coupon payment for a bond (par value of $1,000) with 7 years until maturity, a price of $1,000, and a discount rate of 6%?

User Account

All Pages