Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. suppose an investor creates a portfolio of two ass

Suppose an investor creates a portfolio of two assets: Stock A and Stock B. Calculate the...

80.2K

Verified Solution

Question

Finance

Suppose an investor creates a portfolio of two assets: Stock Aand Stock B. Calculate the expected return on the minimum varianceportoflio. (Enter percentages as decimals and round to 4decimals)

StateProb(State)Stock AStock BStock C
Boom30%-12%16%-3%
Modest Growth50%30%5%-1%
Recession20%-12%-1%25%

Answer & Explanation Solved by verified expert
4.2 Ratings (733 Votes)
    See Answer
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Zin AI - Your personal assistant for all your inquiries!
Become a Member

Transcribed Image Text

Suppose an investor creates a portfolio of two assets: Stock Aand Stock B. Calculate the expected return on the minimum varianceportoflio. (Enter percentages as decimals and round to 4decimals)StateProb(State)Stock AStock BStock CBoom30%-12%16%-3%Modest Growth50%30%5%-1%Recession20%-12%-1%25%

Other questions asked by students

Q

Bridgewater Fountains is considering expanding its current line of business and has developed the following expected...

Finance
Q

Read the following and answer the related questions that follow it. Auric plc is a mining company,...

Accounting
Q

Explain/Breakdown the Chemotaxis response mechanism and their role in flagella movement and regulation. Bacterial Motility(Motor) Kit Please...

Biology
Q

HARRIS/FREUD How close to Freud's answer to the question of the peculiar power of religious faith is...

Psychology
Q

What compound do most chemolithotrophs use as a source of carbon to build biomass O...

Biology
Q

An artist wants to make alabaster pyramids using a block of alabaster with a volume...

Geometry
Q

8. Suppose you have borrowed two calculators from friends, but you do not knowwhether they...

Basic Math
Q

Problem 7 Suppose that a population P t follows the following Gompertz differential equation dP...

Basic Math
Q

8 of the cylinder x y 25 0 z 3 varies with the distance r...

Calculus
Q

If g x tan 5x2 then g x O A 10xsec 5x tan 5x OB...

Calculus
Q

Defence Electronics Inc. B Defence Electronics Inc. f information appears to be missing, change the...

Accounting
Q

Spiess Corporation has two major business segments-Apparel and Accessories. Data concerning those segments for December...

Accounting