2015 to The following contains al return for the sake of Company Aid Company B The remediated using end-year priested for dividends and stock splits. Use the information for Company A A Company to create Excel adheet that all the average ratever the 10-year period for porfolien comprised And Buning the following respective, weighing: 0.00 10.80.11.06 0.21 0.7.0.3), (0.04 105 0.5),(04.061.03. 07). 102.08.10.1.0.) und 100, 1). The mange and returns over the 10 year period for A and Bare 18.00% and 12815 spectively Also call the portfolio standard deviation wwe 10 wperiod anecated with each portale composition. The standard devwho ever the 10 year period Company And Company and their como conficientar 23, 2016 d.84501 respectively Hint Review Table 5.2.) Enter the age rulum and weation for a partoto with 100% Company and Company in the table below found to be decirles Puro Well Portal Averwertun Portfolio Standard Devision 18.00% 00 Enter te gutuned and deviation for a portatown on Company Awd 10% Company in the wee below (Round to two decine pict Porto Sadision 18.00 1295 01 tiended weten ter a person som Company Ass 20%. Coryne die below Yound the decimal plan Port Powe 1. 12815 04 The man who Admin that Foretum Pro Standard 05 02 www.40) The following table, contains annual returns for the stocks of Company A (A) and Company B (B). The returns are calculated using end-of-year prices (adjuste Company B (B) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of A and B using the following, re 0.5), (0.4,0.6), (0.3, 0.7), (0.2, 0.8), (0.1,0.9), and (0.0, 1.0). The average annual returns over the 10-year period for A and B are 18.00% and 12.81% respectively. with each portfolio composition. The standard deviation over the 10-year period for Company A and Company B and their correlation coefficient are 24.23%, 20.35% Enter the average return and standard deviation for a portfolio with 100% Company A and 0% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA WS A = 18.00% Tg = 12.81% 1.0 0.0 Enter the average return and standard deviation for a portfolio with 90% Company A and 10% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Retum Portfolio Standard Deviation WA WB TA" 18.00% 8 - 12.81% 0.9 0.1 WA Enter the average return and standard deviation for a portfolio with 80% Company A and 20% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WB A - 18.00% '-1281% 0.8 0.2 Enter the average return and standard deviation for a portfolio with 70% Company A and 30% Company B in the table below. (Round to two decimal places) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA Wg A = 18.00% 0.7 0.3 g - 1281% Enter the average return and standard deviation for a portfolio with 60% Company A and 40% Company B in the table below. (Round to two decimal places. Enter your answer in each of the answer boxes MacBook Air and Company B (B). The returns are calculated using end-of-year prices (adjusted for dividends and stock splits). Use the information for Company A (A) and over the 10-year period for portfolios comprised of A and B using the following, respective, weightings: (1.0, 0.0), (0.9,0.1), (0.8, 0.2), (0.7, 0.3), (0.6, 0.4), (0.5, returns over the 10-year period for A and B are 18.00% and 12.81% respectively. Also, calculate the portfolio standard deviation over the 10-year period associated Company A and Company B and their correlation coefficient are 24.23%, 20.35%, and 0.84501 respectively. (Hint: Review Table 5.2.) ny A and 0% Company B in the table below. (Round to two decimal places.) Portfolio Standard Deviation 6 Data Table any A and 10% Company B in the table below. (Round to two decimal plad Portfolio Standard Deviation bany A and 20% Company B in the table below. (Round to two decimal plac (Click on the icon here in order to copy its contents of the data table below into a spreadsheet) Year A Returns B Returns 2005 -3.4% 16.7% 2006 1.6% -7.5% 2007 - 31.1% -25.8% 2008 - 12.7% -2.8% 2009 31.4% 9.4% 2010 24.5% 8.5% 23.5% 5.5% 2012 51.8% 41.6% 2013 36.9% 41.3% 2014 31.9% 39.4% 2015 28,5% 13.4% 2016 5.6% -0.3% 2017 45.5% 27.1% Portfolio Standard Deviation 2011 mpany A and 30% Company B in the table below. (Round to two decimal plac Portfolio Standard Deviation Print Dane empany A and 40% Company in the table below. (Round to two decimal plac MacBook Air The following table, contains annual returns for the stocks of Company A (A) and Company B (B). The returns are calculated using end-of-year prices (adju Company B (B) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of A and B using the following 0.5), (0.4,0.6), (0.3, 0.7), (0.2, 0.8), (0.1,0.9), and (0.0, 1.0). The average annual returns over the 10-year period for A and B are 18.00% and 12.81% respectiva with each portfolio composition. The standard deviation over the 10-year period for Company A and Company B and their correlation coefficient are 24.23%, 20.3 WA Wg A-18.00% lg - 12.81% 0.7 0.3 Enter the average return and standard deviation for a portfolio with 60% Company A and 40% Company B in the table below. (Round to two decimal places) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA Ws A-18.00% 0.6 0.4 '8 - 12.81% Enter the average return and standard deviation for a portfolio with 50% Company A and 50% Company in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA Ws TA - 18.00% '8" 12.81% 0.5 0.5 Enter the average return and standard deviation for a portfolio with 40% Company A and 60% Company B in the table below. (Round to two decimal places) Portfolio Weights Portfolio Average Retur Portfolio Standard Deviation WA We A-18.00% B12 81% 0.4 0.6 Enter the average return and standard deviation for a portfolio with 30% Company A and 70%. Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA We = 18.00% - 12.81% Enter your answer in each of the answer boxes. MacBook Air 0.5 ale calculated using end-of-year prices (ad Company B (8) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of A and B using the followin 0.5), (0.4, 0.6), (0.3, 0.7), (0.2, 0.8), (0.1,0.9), and (0.0, 1.0). The average annual returns over the 10-year period for A and B are 18.00% and 12.81% respectiv with each portfolio composition. The standard deviation over the 10-year period for Company A and Company B and their correlation coefficient are 24.23%, 20, 0.4 Enter the average return and standard deviation for a portfolio with 30% Company A and 70% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA W - 12.81% 0.3 0.7 A = 18.00% Enter the average return and standard deviation for a portfolio with 20% Company A and 80% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA Wg - 18.00% 18 - 12.81% 02 0.8 Enter the average return and standard deviation for a portfolio with 10% Company A and 90% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA We A 18.00% - 12.81% 0.1 0.9 Enter the average return and standard deviation for a portfolio with 0% Company A and 100% Company B in the table below. (Round to two decimal places) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA Ws To 12.81% 0.0 1.0 A - 18.00% Enter your answer in each of the answer boxes MacBook Air 2015 to The following contains al return for the sake of Company Aid Company B The remediated using end-year priested for dividends and stock splits. Use the information for Company A A Company to create Excel adheet that all the average ratever the 10-year period for porfolien comprised And Buning the following respective, weighing: 0.00 10.80.11.06 0.21 0.7.0.3), (0.04 105 0.5),(04.061.03. 07). 102.08.10.1.0.) und 100, 1). The mange and returns over the 10 year period for A and Bare 18.00% and 12815 spectively Also call the portfolio standard deviation wwe 10 wperiod anecated with each portale composition. The standard devwho ever the 10 year period Company And Company and their como conficientar 23, 2016 d.84501 respectively Hint Review Table 5.2.) Enter the age rulum and weation for a partoto with 100% Company and Company in the table below found to be decirles Puro Well Portal Averwertun Portfolio Standard Devision 18.00% 00 Enter te gutuned and deviation for a portatown on Company Awd 10% Company in the wee below (Round to two decine pict Porto Sadision 18.00 1295 01 tiended weten ter a person som Company Ass 20%. Coryne die below Yound the decimal plan Port Powe 1. 12815 04 The man who Admin that Foretum Pro Standard 05 02 www.40) The following table, contains annual returns for the stocks of Company A (A) and Company B (B). The returns are calculated using end-of-year prices (adjuste Company B (B) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of A and B using the following, re 0.5), (0.4,0.6), (0.3, 0.7), (0.2, 0.8), (0.1,0.9), and (0.0, 1.0). The average annual returns over the 10-year period for A and B are 18.00% and 12.81% respectively. with each portfolio composition. The standard deviation over the 10-year period for Company A and Company B and their correlation coefficient are 24.23%, 20.35% Enter the average return and standard deviation for a portfolio with 100% Company A and 0% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA WS A = 18.00% Tg = 12.81% 1.0 0.0 Enter the average return and standard deviation for a portfolio with 90% Company A and 10% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Retum Portfolio Standard Deviation WA WB TA" 18.00% 8 - 12.81% 0.9 0.1 WA Enter the average return and standard deviation for a portfolio with 80% Company A and 20% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WB A - 18.00% '-1281% 0.8 0.2 Enter the average return and standard deviation for a portfolio with 70% Company A and 30% Company B in the table below. (Round to two decimal places) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA Wg A = 18.00% 0.7 0.3 g - 1281% Enter the average return and standard deviation for a portfolio with 60% Company A and 40% Company B in the table below. (Round to two decimal places. Enter your answer in each of the answer boxes MacBook Air and Company B (B). The returns are calculated using end-of-year prices (adjusted for dividends and stock splits). Use the information for Company A (A) and over the 10-year period for portfolios comprised of A and B using the following, respective, weightings: (1.0, 0.0), (0.9,0.1), (0.8, 0.2), (0.7, 0.3), (0.6, 0.4), (0.5, returns over the 10-year period for A and B are 18.00% and 12.81% respectively. Also, calculate the portfolio standard deviation over the 10-year period associated Company A and Company B and their correlation coefficient are 24.23%, 20.35%, and 0.84501 respectively. (Hint: Review Table 5.2.) ny A and 0% Company B in the table below. (Round to two decimal places.) Portfolio Standard Deviation 6 Data Table any A and 10% Company B in the table below. (Round to two decimal plad Portfolio Standard Deviation bany A and 20% Company B in the table below. (Round to two decimal plac (Click on the icon here in order to copy its contents of the data table below into a spreadsheet) Year A Returns B Returns 2005 -3.4% 16.7% 2006 1.6% -7.5% 2007 - 31.1% -25.8% 2008 - 12.7% -2.8% 2009 31.4% 9.4% 2010 24.5% 8.5% 23.5% 5.5% 2012 51.8% 41.6% 2013 36.9% 41.3% 2014 31.9% 39.4% 2015 28,5% 13.4% 2016 5.6% -0.3% 2017 45.5% 27.1% Portfolio Standard Deviation 2011 mpany A and 30% Company B in the table below. (Round to two decimal plac Portfolio Standard Deviation Print Dane empany A and 40% Company in the table below. (Round to two decimal plac MacBook Air The following table, contains annual returns for the stocks of Company A (A) and Company B (B). The returns are calculated using end-of-year prices (adju Company B (B) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of A and B using the following 0.5), (0.4,0.6), (0.3, 0.7), (0.2, 0.8), (0.1,0.9), and (0.0, 1.0). The average annual returns over the 10-year period for A and B are 18.00% and 12.81% respectiva with each portfolio composition. The standard deviation over the 10-year period for Company A and Company B and their correlation coefficient are 24.23%, 20.3 WA Wg A-18.00% lg - 12.81% 0.7 0.3 Enter the average return and standard deviation for a portfolio with 60% Company A and 40% Company B in the table below. (Round to two decimal places) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA Ws A-18.00% 0.6 0.4 '8 - 12.81% Enter the average return and standard deviation for a portfolio with 50% Company A and 50% Company in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA Ws TA - 18.00% '8" 12.81% 0.5 0.5 Enter the average return and standard deviation for a portfolio with 40% Company A and 60% Company B in the table below. (Round to two decimal places) Portfolio Weights Portfolio Average Retur Portfolio Standard Deviation WA We A-18.00% B12 81% 0.4 0.6 Enter the average return and standard deviation for a portfolio with 30% Company A and 70%. Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA We = 18.00% - 12.81% Enter your answer in each of the answer boxes. MacBook Air 0.5 ale calculated using end-of-year prices (ad Company B (8) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of A and B using the followin 0.5), (0.4, 0.6), (0.3, 0.7), (0.2, 0.8), (0.1,0.9), and (0.0, 1.0). The average annual returns over the 10-year period for A and B are 18.00% and 12.81% respectiv with each portfolio composition. The standard deviation over the 10-year period for Company A and Company B and their correlation coefficient are 24.23%, 20, 0.4 Enter the average return and standard deviation for a portfolio with 30% Company A and 70% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA W - 12.81% 0.3 0.7 A = 18.00% Enter the average return and standard deviation for a portfolio with 20% Company A and 80% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA Wg - 18.00% 18 - 12.81% 02 0.8 Enter the average return and standard deviation for a portfolio with 10% Company A and 90% Company B in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA We A 18.00% - 12.81% 0.1 0.9 Enter the average return and standard deviation for a portfolio with 0% Company A and 100% Company B in the table below. (Round to two decimal places) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WA Ws To 12.81% 0.0 1.0 A - 18.00% Enter your answer in each of the answer boxes MacBook Air