Question

Discuss the meaning of the following statements: The standard deviation of any portfolio of stocks can...

Discuss the meaning of the following statements: The standard deviation of any portfolio of stocks can never be higher than the highest individual stock standard deviation. However, a portfolio’s standard deviation can be lower than the lowest individual stock standard deviation. [The corollary to this is a portfolio’s stand-alone risk could be zero even when individual stocks each have a lot of stand-alone risks.]

Homework Answers

Answer #1

Diversification means making in investment in different type of assets at same time to minimize the total level of risk in investment. Diversification is one of the way, use to minimize the level of risk in investment in assets.

A portfolio is group of stocks which different level of risk and different return. Standard deviation of overall portfolio is always lower than individual stock of highest standard deviation and higher than lower standard deviation stock because of diversification.

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
The standard deviation of a portfolio: Is a weighted average of the standard deviations of the...
The standard deviation of a portfolio: Is a weighted average of the standard deviations of the individual securities held in the portfolio. Can never be less than the standard deviation of the most risky security in the portfolio. Must be equal to or greater than the lowest standard deviation of any single security held in the portfolio. Is an arithmetic average of the standard deviations of the individual securities which comprise the portfolio. Can be less than the standard deviation...
The standard deviation of a portfolio: Multiple Choice is a weighted average of the standard deviations...
The standard deviation of a portfolio: Multiple Choice is a weighted average of the standard deviations of the individual securities held in the portfolio. can never be less than the standard deviation of the most risky security in the portfolio. must be equal to or greater than the lowest standard deviation of any single security held in the portfolio. is an arithmetic average of the standard deviations of the individual securities which comprise the portfolio. can be less than the...
QUESTION 1 Part A: Which of the following statements is CORRECT? a. An investor can eliminate...
QUESTION 1 Part A: Which of the following statements is CORRECT? a. An investor can eliminate virtually all stand-alone risk if he or she holds a very large and well diversified portfolio of stocks. b. The higher the correlation between the stocks in a portfolio, the lower the risk inherent in the portfolio. c. Once a portfolio has about 40 stocks, adding additional stocks will not reduce its risk by even a small amount. d. An investor can eliminate virtually...
What is the standard deviation of a portfolio of two stocks given the following data: Stock...
What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 18%. Stock B has a standard deviation of 14%. The portfolio contains 40% of stock A, and the correlation coefficient between the two stocks is -.23. 9.7% 12.2% 14% 15.6%
What is the standard deviation of a portfolio of two stocks given the following data: Stock...
What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 18%. Stock B has a standard deviation of 14%. The portfolio contains 40% of stock A, and the correlation coefficient between the two stocks is -.23. Multiple Choice A. 9.7% B. 12.2% C. 14% D. 15.6%
Stocks A and B have the following probability distributions of expected future returns: Probability     A     B...
Stocks A and B have the following probability distributions of expected future returns: Probability     A     B 0.1 (15 %) (37 %) 0.1 4 0 0.5 14 23 0.2 19 27 0.1 39 37 Calculate the expected rate of return, , for Stock B ( = 13.60%.) Do not round intermediate calculations. Round your answer to two decimal places.   % Calculate the standard deviation of expected returns, σA, for Stock A (σB = 19.96%.) Do not round intermediate calculations. Round your...
Stocks A and B have the following probability distributions of expected future returns: Probability A B...
Stocks A and B have the following probability distributions of expected future returns: Probability A B 0.2 (5%) (23%), 0.3 6 0, 0.2 11 24, 0.2 20 27, 0.1 35 50 A. Calculate the expected rate of return, , for Stock B ( = 10.50%.) Do not round intermediate calculations. Round your answer to two decimal places. % B. Calculate the standard deviation of expected returns, σA, for Stock A (σB = 22.46%.) Do not round intermediate calculations. Round your...
Stocks A and B have the following probability distributions of expected future returns: Probability A B...
Stocks A and B have the following probability distributions of expected future returns: Probability A B 0.4 (7%) (35%) 0.2 2 0 0.1 11 18 0.1 24 30 0.2 35 44 Calculate the expected rate of return, , for Stock B ( = 8.10%.) Do not round intermediate calculations. Round your answer to two decimal places. % Calculate the standard deviation of expected returns, σA, for Stock A (σB = 31.61%.) Do not round intermediate calculations. Round your answer to...
Stocks A and B have the following probability distributions of expected future returns: Probability A B...
Stocks A and B have the following probability distributions of expected future returns: Probability A B 0.4 (11%) (28%) 0.2 3 0 0.1 15 23 0.1 23 26 0.2 36 45 Calculate the expected rate of return, , for Stock B ( = 7.20%.) Do not round intermediate calculations. Round your answer to two decimal places.   % Calculate the standard deviation of expected returns, σA, for Stock A (σB = 28.84%.) Do not round intermediate calculations. Round your answer to...
Stocks A and B have the following probability distributions of expected future returns: Probability A B...
Stocks A and B have the following probability distributions of expected future returns: Probability A B 0.2 (7%) (27%) 0.2 3 0 0.1 10 23 0.3 20 29 0.2 39 41 Calculate the expected rate of return, , for Stock B ( = 14.00%.) Do not round intermediate calculations. Round your answer to two decimal places.   % Calculate the standard deviation of expected returns, σA, for Stock A (σB = 24.43%.) Do not round intermediate calculations. Round your answer to...
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT