(Portfolio of two stocks) The following spreadsheet presents data for stocks A and B. a. What are...

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(Portfolio of two stocks) The following spreadsheet presents data for stocks A and B.

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a. What are the return and the standard deviation of a portfolio composed of 30% of stock A and 70% of stock B?

b. What are the return and the standard deviation of an equally weighted portfolio of stocks A and B?

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Principles Of Finance Wtih Excel

ISBN: 9780190296384

3rd Edition

Authors: Simon Benninga, Tal Mofkadi

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Question Posted: Jun 07, 2024 01:44 AM

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(Portfolio of two stocks) The following spreadsheet presents data for stocks A and B. a. What are...

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A B 1 RETURN STATISTICS OF STOCKS A AND B 2 Stock A 3 Average return 15% 4 Variance 0.12 5 Standard deviation 34.64% Stock B 10% 0.07 26.46% 6 7 Covariance of return, Cov(AB) 8 Correlation of return 0.0160 0.1746

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Principles Of Finance Wtih Excel

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