Question

Using the data in the following? table, and the fact that the correlation of A and B is 0.59?, calculate the volatility? (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B.

Stock A Stock B

2005 -7 13

2006 15 28

2007 6 15

2008 -5 -7

2009 4 -4

2010 6 34

The Standard deviation of the portfolio is ___%.

Answer #1

Using the data in the following? table, and the fact that the
correlation of A and B is 0.24?, calculate the volatility?
(standard deviation) of a portfolio that is 50% invested in stock A
and 50% invested in stock B
Stock A
Stock B
2005
-7 29
2006
19 30
2007
8 5
2008
-9 -2
2009
5 -14
2010
5 22
The standard deviation of the portfolio is in percentage?

Using the data in the following table, and the fact that the
correlation of A and B is 0.46, calculate the volatility (standard
deviation) of a portfolio that is 80% invested in stock A and
20% invested in stock B.
Realized Returns
Stock A
Stock B
2008
-13%
17%
2009
20%
23%
2010
8%
15%
2011
-8%
-10%
2012
2%
-4%
2013
5%
29%
The standard deviation of the portfolio is
(Round to two decimal places.)

Using the data in the following table, and the fact that the
correlation of A and B is
0.21,
calculate the volatility (standard deviation) of a portfolio
that is
60%
invested in stock A and
40%
invested in stock B.
Realized Returns
Year
Stock A
Stock B
2008
−2%
27%
2009
9%
38%
2010
10%
1%
2011
−1%
−6%
2012
5%
−15%
2013
10%
26%
The standard deviation of the portfolio is
nothing%.
(Round to two decimal places.)

Using the data in the following table, and the fact that the
correlation of A and B is 0.27, calculate the volatility
(standard deviation) of a portfolio that is 70 % invested in stock
A and 30 % invested in stock B.
Realized Returns
Year
Stock A
Stock B
2008
-12%
21%
2009
11%
20%
2010
8%
3%
2011
-8%
-9%
2012
3%
-5%
2013
12%
22%
The standard deviation of the portfolio is nothing%. (Round to
two decimal places.)

Using the data in the following table, estimate the average
return and volatility for each stock.
Realized Returns
year stock
A stock B
2008
-7%
20%
2009
18% 23%
2010
9%
12%
2011
-4% -4%
2012
4% -8%
2013
10% -28%
The return of stock A is %
the return of stock B %
The variance of stock A
The variance of stock B
The standard deviation of Stock A %
The standard deviation of stock B %

Using the data in the following table, see the table below,
calculate the volatility (standard deviation) of a portfolio that
is 52 % invested in stock A and 48 % in stock B.
The volatility of the portfolio is ...............%. (Round
to two decimal places.)
Year
2010
2011
2012
2013
2014
2015
Stock A
−9%
10%
8%
−5%
11%
10%
Stock B
22%
28%
21%
−9%
−15%
35%

Using the Data in the following table, calculate the volatility
(standard deviation) of a portfolio that is 57% invested in Stock A
and 43% in stock B.
The volatility of the portfolio is ___% (round to two decimal
places)
Year
2010
2011
2012
2013
2014
2015
Stock A
-5%
11%
7%
-7%
1%
7%
Stock B
30%
22%
3%
-10%
-14%
21%

The following table provides data on the annual stock prices
for DEW Technologies. Compute the average annual return and the
standard deviation of annual returns. (Using excel)
DEW Technologies
1
Date
Closing Price
2
2-Jan2001
$1.51
3
2-Jan-2002
$1.68
4
2-Jan-2003
$1.93
5
2-Jan-2004
$1.74
6
2-Jan-2005
$2.04
7
2-Jan-2006
$2.06
8
2-Jan-2007
$2.22
9
2-Jan-2008
$1.88
10
2-Jan-2009
$1.76
11
2-Jan-2010
$2.03
12
2-Jan-2011
$2.67
13
2-Jan-2012
$3.12
14
2-Jan-2013
$3.44
15
2-Jan-2014
$3.72

Using the data in the following table, estimate the average
return and volatility for each stock.
Realized Returns
Year
Stock A
Stock B
2008
−7%
15%
2009
16%
40%
2010
99%
11%
2011
−7%
−3%
2012
22%
−3%
2013
15%
24%
The return of stock A is ????%. (Round to two decimal
places.)
The return of stock B is ????%. (Round to two decimal
places.)
The variance of stock A is ????(Round to five decimal
places.)
The variance of stock...

The table below displays returns associated with a company's
shares over the last 15 years.
Year
Return
(% pa)
2005
9
2006
-2
2007
20
2008
-4
2009
18
Year
Return
(% pa)
2010
8
2011
19
2012
1
2013
13
2014
-2
Year
Return
(% pa)
2015
35
2016
-3
2017
28
2018
18
2019
31
Based on this historic data, calculate the expected return on
the shares and its standard deviation. Give your answers as a
percentage per...

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