Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Annual and Average Returns tor Slocks, bonas, and i-bilis, igSu to U1/ You have a portfollo with an asset allocation of 50 percent stocks, 28

image text in transcribed
image text in transcribed
Annual and Average Returns tor Slocks, bonas, and i-bilis, igSu to U1/ You have a portfollo with an asset allocation of 50 percent stocks, 28 percent long-term Treasury bonds, and 22 percent T-bils. Use these weights and the retums given in the above table to compute the return of the portfolio in the year 2010 and each year since Then compute the average annual return and standard deviation of the portfolio. (Do not round intermediate calculations. Round your answers to 2 decimal places.) \begin{tabular}{|l|r|r|} \hline & Portfolio Return \\ \hline 2010 & 9.9 & % \\ \hline 2011 & 12.4 & % \\ \hline 2012 & 9.4 & % \\ \hline 2013 & 11.4 & % \\ \hline 2014 & 16.4 & % \\ \hline 2015 & 0.3 & % \\ \hline 2016 & 6.5 & % \\ \hline 2017 & 14.3 & % \\ \hline Average & 10.2 & % \\ \hline & & \\ \hline Standard deviation & 4.68 & % \\ \hline \end{tabular}

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Economics Business And Islamic Finance In ASEAN Economics Community

Authors: Patricia OrdoƱez De Pablos Mohammad Nabil Almunawar , Muhamad Abduh

1st Edition

1799822575,1799822605

More Books

Students also viewed these Finance questions

Question

What report elements will you need?

Answered: 1 week ago

Question

"AII costs are variable in the long -run". Explain.

Answered: 1 week ago

Question

Derive expressions for the rates of forward and reverse reactions?

Answered: 1 week ago

Question

Write an expression for half-life and explain it with a diagram.

Answered: 1 week ago

Question

What do you mean by underwriting of shares ?

Answered: 1 week ago

Question

Define "Rights Issue".

Answered: 1 week ago