Question

Using the Data in the following table, calculate the volatility (standard deviation) of a portfolio that...

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%

Homework Answers

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
Using the data in the following​ table, see the table below, calculate the volatility​ (standard deviation)...
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, and the fact that the correlation of A and...
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, and the fact that the correlation of A and...
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...
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, estimate the average return and volatility for each stock....
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...
Using the data in the following? table, and the fact that the correlation of A and...
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, estimate the average return and volatility for each stock....
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, and the fact that the correlation of A and...
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 ___%.
Using the data in the following table, answer questions. Year Stock X Stock Y 2012 -11%...
Using the data in the following table, answer questions. Year Stock X Stock Y 2012 -11% -5% 2013 15% 25% 2014 10% 15% 2015 -5% -15% 2016 5% -5% 2017 8% -2% 2018 7% 10% 2019 5% 15% Average return Standard deviation Correlation between Stock X and Stock Y 0.7567 1.Calculate the standard deviation of returns for Stocks X and Y. 2.For a portfolio that is 75% weighted in Stock X, and 25% weighted in Stock Y, calculate the expected...
Stocks A and B have the following historical returns: Year Stock A's Returns, rA Stock B's...
Stocks A and B have the following historical returns: Year Stock A's Returns, rA Stock B's Returns, rB 2011 - 21.60% - 15.00% 2012 24.00 23.50 2013 16.50 33.90 2014 - 1.50 - 7.70 2015 26.50 9.20 Calculate the average rate of return for stock A during the period 2011 through 2015. Round your answer to two decimal places. % Calculate the average rate of return for stock B during the period 2011 through 2015. Round your answer to two...
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT