Question

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. |

Answer #1

**AS NOTHING WAS MENTIONED, EXCEL IS USED.**

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
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
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 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 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 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 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...

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 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...

A Portfolio consists of seven investment products. The expected
return of each investment, in million GPB, is normally distributed
as follows: Investment I ~ N(70, 16); Investment II ~ N(40, 25);
Investment III ~ N(60, 9); Investment IV ~ N(20, 4); Investment V ~
N(20, 16); Investment VI ~ N(30, 9); Investment VI ~ N(10, 4); The
returns from the seven investments are independent.
Find the distribution of the total Portfolio return. Report the
mean, the variance and the standard...

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