Accepi My courses > FINC 3310 > Risk and rates of return Problem 9 Intro The following table shows historical end-of-year prices for a stock. B 1 Year Stock price 48.91 52.82 1 N 3 2 4 3 36.98 5 4 34.76 6 ah 36.5 41.6 7 6 Attempt 1/10 for 10 pts. Part 1 What was the arithmetic average return? H+ decimals Submit Accepi My courses > FINC 3310 > Risk and rates of return Problem 12 Intro The table below shows the expected rates of return for three stocks and their weights in some portfolio: Stock A 0.2 State Recession Boom Portfolio weights Probability 0.2 0.8 Stock B Stock C 0.2 0.6 Expected returns 0.03 0.1 0.05 0.11 0.09 0.14 Attempt 1/10 for 10 pts. Part 1 What is the portfolio return during a recession? 3+ decimals Submit Accepi My courses > FINC 3310 > Risk and rates of return Problem 13 Intro The following table shows realized rates of return for two stocks. B 1 Year Stock A Stock B 2 5% 15% -22% -14% 4 3 -6% -2% 5% 28% 14% 8% 7% 6% 1 3 N ch 4 6 5 7 6 | Attempt 1/10 for 10 pts. Part 1 What is the arithmetic average return for stock B? 3+ decimals Submit Accepi My courses > FINC 3310 > Risk and rates of return Problem 16 Intro The table below shows the betas and portfolio weights for 3 stocks: Portfolio weights Stock Beta Portfolio 1 Portfolio 2 A 1.5 0.1 B 1.1 0.5 0.4 0.2 0.2 0.5 0.3 Calculate the beta of each portfolio. - Attempt 1/10 for 10 pts. Part 1 What is the beta of portfolio 1? 2+ decimals Submit Accepi My courses > FINC 3310 > Risk and rates of return Problem 17 >> Intro You've assembled the following portfolio: 1 Stock Expected return Beta Portfolio weight 0.11 1.8 0.2 2 0.075 1.1 0.3 3 0.045 0.5 0.5 Attempt 1/10 for 10 pts. Part 1 What is the beta of the portfolio? k+ decimals Submit Show all parts Accepi My courses > FINC 3310 > Risk and rates of return Problem 9 Intro The following table shows historical end-of-year prices for a stock. B 1 Year Stock price 48.91 52.82 1 N 3 2 4 3 36.98 5 4 34.76 6 ah 36.5 41.6 7 6 Attempt 1/10 for 10 pts. Part 1 What was the arithmetic average return? H+ decimals Submit Accepi My courses > FINC 3310 > Risk and rates of return Problem 12 Intro The table below shows the expected rates of return for three stocks and their weights in some portfolio: Stock A 0.2 State Recession Boom Portfolio weights Probability 0.2 0.8 Stock B Stock C 0.2 0.6 Expected returns 0.03 0.1 0.05 0.11 0.09 0.14 Attempt 1/10 for 10 pts. Part 1 What is the portfolio return during a recession? 3+ decimals Submit Accepi My courses > FINC 3310 > Risk and rates of return Problem 13 Intro The following table shows realized rates of return for two stocks. B 1 Year Stock A Stock B 2 5% 15% -22% -14% 4 3 -6% -2% 5% 28% 14% 8% 7% 6% 1 3 N ch 4 6 5 7 6 | Attempt 1/10 for 10 pts. Part 1 What is the arithmetic average return for stock B? 3+ decimals Submit Accepi My courses > FINC 3310 > Risk and rates of return Problem 16 Intro The table below shows the betas and portfolio weights for 3 stocks: Portfolio weights Stock Beta Portfolio 1 Portfolio 2 A 1.5 0.1 B 1.1 0.5 0.4 0.2 0.2 0.5 0.3 Calculate the beta of each portfolio. - Attempt 1/10 for 10 pts. Part 1 What is the beta of portfolio 1? 2+ decimals Submit Accepi My courses > FINC 3310 > Risk and rates of return Problem 17 >> Intro You've assembled the following portfolio: 1 Stock Expected return Beta Portfolio weight 0.11 1.8 0.2 2 0.075 1.1 0.3 3 0.045 0.5 0.5 Attempt 1/10 for 10 pts. Part 1 What is the beta of the portfolio? k+ decimals Submit Show all parts