The following spreadsheet presents data for stocks A and B. 8.a. What are the return and the

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The following spreadsheet presents data for stocks A and B.

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

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Authors: Simon Benninga

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Question Posted: Jun 10, 2024 02:02 AM

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The following spreadsheet presents data for stocks A and B. 8.a. What are the return and the

Question:

A B C 1 Return statistics of A and B stock 2 A B 3 Average return 34.00% 25.00% 4 Variance 0.12 0.07 5 Sigma 34.64% 26.46% 6 7 covariance of return 0.016 8 correlation of return 0.175 D

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Principles Of Finance With Excel

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