Question

You have been given the expected return data shown in the first table on three assets—F,...

You have been given the expected return data shown in the first table on three assets—F, G, and H—over the period 2015-2018
Year Asset F Asset G Asset H
2015 9 12 15
2016 8 9 16
2017 5 21 19
2018 13 6 11
a. Find the expected return, variance, std dev and coefficient of variation for each asset.
b.  Now consider a portfolio that consists of 25% of F, 50% of G and 25% of H. Find the expected return, variance, std, dev and coefficient of variation for this portfolio.

Homework Answers

Answer #1

AS NOTHING WAS MENTIONED, EXCEL IS USED.

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
You have been given the expected return data shown in the first table on three assets—F,...
You have been given the expected return data shown in the first table on three assets—F, G, and H—over the period 2016-2019 Year Asset F Asset G Asset H 2016 7 10 15 2017 6 8 16 2018 3 19 19 2019 11 9 11 Using these assets, you have isolated the three investment alternatives shown in the following table. Alternative Investment 1 100% of asset F 2 75% of asset F and 25% of asset G 3 50% of...
Portfolio analysis???You have been given the expected return data shown in the first table on three...
Portfolio analysis???You have been given the expected return data shown in the first table on three assetslong dash—?F, ?G, and H—over the period? 2016-2019: Expected Return Year Asset F Asset G Asset H 2016 18% 19% ??? 16% ??? 2017 19?% 18% 17% 2018 20?% 17% 18?% 2019 21% 16% 19% Using these? assets, you have isolated the three investment alternatives shown in the following? table: Alternative Investment 1 ?100% of asset F 2 ?50% of asset F and? 50%...
Portfolio analysis???You have been given the expected return data shown in the first table on three...
Portfolio analysis???You have been given the expected return data shown in the first table on three assetslong dash—?F,?G, and H long dash—over the period? 2016-2019: Expected Return Year Asset F Asset G Asset H 2016 15?% 16?% ??? 13?% ??? 2017 16?% 15?% 14?% 2018 17?% 14?% 15?% 2019 18?% 13?% 16?% Using these? assets, you have isolated the three investment alternatives shown in the following? table: Alternative Investment 1 ?100% of asset F 2 ?50% of asset F and?...
you have been given the expected return data shown in the first table on three assetslong...
you have been given the expected return data shown in the first table on three assetslong dash—​F, ​G, and H long dash—over the period​ 2016-2019: Expected Return Year Asset F Asset G Asset H 2016 16​% 17​%     14​%     2017 17​% 16​% 15​% 2018 18​% 15​% 16​% 2019 19​% 14​% 17​% Using these​ assets, you have isolated the three investment alternatives shown in the following​ table Alternative Investment 1 ​100% of asset F 2 ​50% of asset F and​ 50% of...
You have been given the expected return data shown in the table on two assets, F...
You have been given the expected return data shown in the table on two assets, F and G, over the period 2010-2013. Expected return Year Asset F Asset G 2010 16% 15% 2011 12 13 2012 18 17 2013 20 12 If you invest 70% of your funds in asset F and 30% to asset G, Calculate the expected return over the 4-year period for the portfolio. Calculate the standard deviation of returns over the 4-year period for the portfolio.
ABC share has the following return for the respective years as shown in the table except...
ABC share has the following return for the respective years as shown in the table except for 2018. If the average return of the stock is 9 percent. 2015 2016 2017 2018 2019 12.5% 9.5% 6.5% ?? 8.5% Required: 1) Find the stock’s return for the missing year? 2)Find the standard deviation of the stock’s return?
You have been given the following return​ data, three assets ​A,​B, and C over the period...
You have been given the following return​ data, three assets ​A,​B, and C over the period 2021-2024     Expected Return       Year   Asset A   Asset B   Asset C 2021   8%             11%         5% 2022   10%            9% 7% 2023   12%            7%          9% 2024   14%            5%         11% Using these​ assets, you have isolated three investment​ alternatives: Alternative   Investment           1   100%   of asset A       2   45%   of asset A and   55%   of asset B...
Suppose you invest equal amounts in a portfolio with an expected return of 12% and a...
Suppose you invest equal amounts in a portfolio with an expected return of 12% and a standard deviation of returns of 16% and a risk-free asset with an interest rate of 2%. calculate the expected return on the resulting Portfolio. A. 9% B. unable to determine without knowing the correlation coefficient C. 8% D. 7% E. 12% F. 2% SHOW WORK PLEASE
Risk and return You are considering an investment in the stock market and have identified three...
Risk and return You are considering an investment in the stock market and have identified three potential stocks, they are Crown (ASX: CWN), Tencent (HKG: 0700) and Commonwealth Bank (ASX: CBA).  The historical prices for the past 10 years are shown in the table below.  Assume no dividend is distributed during this period. Year Crown Tencent Commonwealth (CBA) 2010 7.76 29.04 53.63 2011 8.57 40.40 52.15 2012 8.09 37.94 50.39 2013 11.59 54.28 64.10 2014 16.68 108.70 73.83 2015 13.61 132 88.85...
You have a three-stock portfolio. Stock A has an expected return of 11 percent and a...
You have a three-stock portfolio. Stock A has an expected return of 11 percent and a standard deviation of 41 percent, Stock B has an expected return of 15 percent and a standard deviation of 59 percent, and Stock C has an expected return of 13 percent and a standard deviation of 41 percent. The correlation between Stocks A and B is .30, between Stocks A and C is .20, and between Stocks B and C is .05. Your portfolio...
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT