Business, 18.11.2019 20:31, Ashley2466

Suppose the expected returns and standard deviations of stocks a and b are e(ra) = .088, e(rb) = .148, σa = .358, and σb = .618. a-1. calculate the expected return of a portfolio that is composed of 33 percent a and 67 percent b when the correlation between the returns on a and b is .48. (do not round intermediate calculations and round your final answer to 2 decimal places. (e. g., 32.16)) expected return % a-2. calculate the standard deviation of a portfolio that is composed of 33 percent a and 67 percent b when the correlation between the returns on a and b is .48. (do not round intermediate calculations and round your final answer to 2 decimal places. (e. g., 32.16)) standard deviation % b. calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficient between the returns on a and b is −.48. (do not round intermediate calculations and round your final answer to 2 decimal places. (e. g., 32.16)) standard deviation %

Answers: 1

Show answers

Other questions on the subject: Business

Business, 22.06.2019 11:00, jilliand2030

Why are the four primary service outputs of spatial convenience, lot size, waiting time, and product variety important to logistics management? provide examples of competing firms that differ in the level of each service output provided to customers?

Answers: 1

continue

Business, 22.06.2019 12:40, abilovessoftball

Which of the following tasks would be a line cook's main responsibility? oa. frying french fries ob. chopping onions oc. taking inventory of stocked dry goods od. paying invoices

Answers: 2

continue

Business, 22.06.2019 13:30, ayoismeisalex

On january 2, well co. purchased 10% of rea, inc.’s outstanding common shares for $400,000, which equaled the carrying amount and the fair value of the interest purchased in rea’s net assets. well did not elect the fair value option. because well is the largest single shareholder in rea, and well’s officers are a majority on rea’s board of directors, well exercises significant influence over rea. rea reported net income of $500,000 for the year and paid dividends of $150,000. in its december 31 balance sheet, what amount should well report as investment in rea?

Answers: 3

continue

Business, 22.06.2019 19:10, saabrrinnaaa

Do it! review 16-3 the assembly department for right pens has the following production data for the current month. beginning work in process units transferred out ending work in process 0 22,500 16,000 materials are entered at the beginning of the process. the ending work in process units are 70% complete as to conversion costs. compute the equivalent units of production for (a) materials and (b) conversion costs. materials conversion costs the equivalent units of production

Answers: 2

continue

Do you know the correct answer?

Suppose the expected returns and standard deviations of stocks a and b are e(ra) = .088, e(rb) = .14...