Question

You hold a portfolio with the following securities:

Security Percent of portfolio Return

Stock A 44% 6.2%

Stock B 16% 7.9%

Stock C Please calculate it 5.0%

Calculate the expected return of portfolio

Answer #1

You hold a portfolio with the following securities:
Security: Stock A
Percent of portfolio: 33%
Beta: 1.83
Security: Stock B
Percent of portfolio: 18%
Beta: 1.55
Security: Stock C
Percent of portfolio: Please calculate it
Beta: 2.23
Calculate the beta portfolio.
Round the answers to two decimal places.
A) 1.88
B) 1.98
C) 1.78
D) 1.68

Andy holds a portfolio with the following securities:
Security: Stock A
Investment: 708,504
Return: 13.2%
Security: Stock B
Investment: 249,634
Return: 9.0%
Security: Stock C
Investment: 279,122
Return: 8.1%
Calculate the expected return of portfolio.
HINT: Round the answers to ONE decimal places in percentage
form.
A) 10.2%
B) 11.2%
C) 10.1%
D) 12.2%

. You hold a portfolio with the following securities
Security
Weight
Beta Expected Return
XXX Corporation 20%
2.20
25.0%
YYY Corporation
30%
1.90 22.0%
ZZZ Corporation 25%.
0.40
16.0%
FFF Corporation 25%
0.70
17.0%
What are the expected return and Beta for the portfolio
respectively?
A)19.85%and1.244
B)19.85%and1.285
C23.54%and1.244
D)28.59%and1.285

Suppose you own a portfolio with two securities. Security A has
an expected return of 13.4% and a standard deviation of 55% per
year. Security B has an expected return of 9.3% and a standard
deviation of 32% per year. Considering that your portfolio is
composed of 35% of Security A and 65% of Security B, and that the
correlation between their returns is .25, what is the standard
deviation of your portfolio?
Select one:
a. 31.68%
b. 40.05%
c....

A portfolio consists
of the following securities. What is the portfolio weight of stock
C?
Stock
#Shares
PPS
A
200
$
48
B
150
$
33
C
350
$
21
Multiple Choice
0.336
0.557
0.445
0.451
0.389
The risk-free rate is
3.5 percent. What is the expected risk premium on this security
given the following information?
State of the
Economy
Probability
E(R)
Boom
0.30
15
%
Normal
0.55
8
%
Recession
0.20
-11
%
Multiple Choice
2.09 percent
4.15 percent...

You own a portfolio that is invested 43 percent in Stock A, 16
percent in Stock B, and the remainder in Stock C. The expected
returns on stocks A, B, and C are 9.1 percent, 16.7 percent, and
11.4 percent, respectively. What is the expected return on the
portfolio?

You own a portfolio consisting of the securities listed below.
The expected return for each security is as shown. What is the
expected return on the portfolio?
Number
Price
Expected
of shares
per share
Return
A
250
$ 15.00
11.20%
B
300
$ 27.00
16.40%
C
500
$ 38.00
8.70%
D
100
$ 9.00
24.50%
Select one:
a. 12.0% to 13.0%
b. Less than 10.0%
c. 10.0% to 11.0%
d. 11.0% to 12.0%
e. More than 13.0%

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...

You are considering three stocks. Stock A has an
expected return of 5%. Stock B has an expected return of
12%. Stock C has an expected return of
16%. You have the following variance-covariance
matrix.
Stock A
Stock B
Stock C
Stock A
.070
.050
-.060
Stock B
.050
.100
-.025
Stock C
-.060
-.025
.170
Calculate the expected return and portfolio variance assuming
you invest $100,000 in stock A, $200,000 in stock B, and $300,000
in stock C.
How does this answer in...

Assume investors hold the market portfolio. Rank the following
four securities based on their relative risk contributions to the
market portfolio, with the one that will contribute the least risk
first.
Security
Expected
return
Standard
deviation
Beta
A
13.2%
3.4%
0.8
B
18.6%
6.8%
1.4
C
15.0%
7.0%
1.0
D
14.1%
5.8%
0.9
A) A, D, C, B
B) A, D, B, C
C) D, A, B, C
D) C, B, A, D

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