Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. suppose you build a portfolio of 25% in a and 75%

Suppose you build a portfolio of 25% in A and 75% in B, calculate expected returns,...

70.2K

Verified Solution

Question

Finance

Suppose you build a portfolio of 25% in A and 75% in B,calculate expected returns, volatility, and a 95% confidenceinterval for the portfolio.

StockA

StockB

2011

10.00%

6.00%

2012

7.00%

2.00%

2013

15.00%

5.00%

2014

-5.00%

1.00%

2015

8.00%

-2.00%

Answer & Explanation Solved by verified expert
4.1 Ratings (616 Votes)
we calculate average returns for each stock using the AVERAGEfunction in Excel as below we calculate standard deviation for each stock using the STDEVfunction in Excel as below For a portfolio with 25    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: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Transcribed Image Text

Suppose you build a portfolio of 25% in A and 75% in B,calculate expected returns, volatility, and a 95% confidenceinterval for the portfolio.StockAStockB201110.00%6.00%20127.00%2.00%201315.00%5.00%2014-5.00%1.00%20158.00%-2.00%

Other questions asked by students

Q

Indicate whether the following statements are true or false, and then explain your answers: a. The marginal...

Economics
Q

Lesson 1:  Antibiotic Resistance Question Part 1:  Please discuss and elaborate on some of the main drivers or causes...

Biology
Q

1. (i) Sketch the relationship between isotherms and heat flow vectors. (ii) The magnitude of the heat...

Physics
Q

What is OPEC and how would it be described in economic terms? 200 words

Economics
Q

During elongation of translation, which step comes most immediately after a peptide bond is formed?a...

Biology
Q

40 At time t 0 some radioactive gas is injected into a sealed vessel At...

Physics
Q

A thermal machine operates under the ideal Rankin cycle the temperature in the boiler is...

Physics
Q

A copper ball of density 8 6 g cm 3 diameter 1 cm is immersed...

Physics
Q

A string of length 'L' and force constant 'K' is stretched to obtain extension 'I'....

Physics
Q

nd the GCF of 12x y z4 30x4y z 42x y4 5 2 3

Basic Math
Q

Answer just these two questions. You must be knowledgeable in the using Sage 300 erp...

Accounting
Q

Mead Pet Hospital, owned by R. Mead, a veterinarian, opened for business on December 1...

Accounting