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0.05 0.035 QUESTION 14 0.3129 You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate
0.05 0.035 QUESTION 14 0.3129 You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20% and a Treasury bill with a rate of return of 6% of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 9%. 100% 90% 45% 10% QUESTION 13 The returns of stock A for each of the past 4 years are 0.1, -0.05, 0.12 and -0.03. What is the expected annual return of stock A? 0.06 0.12 0.05 0.035 QUESTION 8 The returns of stock A for each of the past 4 years are 0.1,-0.05, 0.12 and -0.03. What is the volatility of returns of stock A? 0.76% 8.74% 2.35%
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