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be sold for one year and the $50,000 cash must be entirely invested in one of the stocks shown below. BHP Billiton BP Siemens Nestlé Sony Sanofi BHP Billiton 1.00 Agricultural Bank Standard deviation (%) 28.10 BHP BP BP 0.21 1.00 Siemens -0.09 0.35 1.00 Portfolio Variance 11.00 Answer is not complete. Complete this question by entering your answers in the tabs below. 368.27045 Nestlé 0.24 0.22 0.22 1.00 Sony 0.42 0.17 0.23 0.09 1.00 Sanofi 0.34 0.36 0.15 8.23 20.90 20.40 17.70 26.90 a. Calculate the portfolio variance for seven different portfolios. (Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answers as a decimal rounded to 5 places.) b. What is the safest attainable portfolio under these restrictions? 0.20 1.00 Agricultural Bank 0.31 0.22 8.23 0.11 0.17 Required A Required B Calculate the portfolio variance for seven different portfolios. Note: Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answers as a decimal rounded to 5 places. 0.18 1.00 22.40 be sold for one year and the $50,000 cash must be entirely invested in one of the stocks shown below. BHP Billiton BP Siemens Nestlé Sony Sanofi BHP Billiton 1.00 Agricultural Bank Standard deviation (%) 28.10 BHP BP BP 0.21 1.00 Siemens -0.09 0.35 1.00 Portfolio Variance 11.00 Answer is not complete. Complete this question by entering your answers in the tabs below. 368.27045 Nestlé 0.24 0.22 0.22 1.00 Sony 0.42 0.17 0.23 0.09 1.00 Sanofi 0.34 0.36 0.15 8.23 20.90 20.40 17.70 26.90 a. Calculate the portfolio variance for seven different portfolios. (Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answers as a decimal rounded to 5 places.) b. What is the safest attainable portfolio under these restrictions? 0.20 1.00 Agricultural Bank 0.31 0.22 8.23 0.11 0.17 Required A Required B Calculate the portfolio variance for seven different portfolios. Note: Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answers as a decimal rounded to 5 places. 0.18 1.00 22.40
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a To calculate the portfolio variance for seven different portfolios we need to use the given data o... View the full answer
Related Book For
Principles of Corporate Finance
ISBN: 978-1259144387
12th edition
Authors: Richard Brealey, Stewart Myers, Franklin Allen
Posted Date:
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