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Calculate the expected return (), the standard deviation (p), and the coefficient of variation (CVp) for the portfolio profiled in Table 1. Provide your answers
Calculate the expected return (), the standard deviation (p), and the coefficient of variation (CVp) for the portfolio profiled in Table 1. Provide your answers with calculations.I am having trouble using excel to figure out the standard deviation, coefficient of variation and beta. Please help I have to do this in excel.
The Table is as follows:
Prob. | T-bills | Alta Inds. | Repo Men | Am. Foam | Market Portfolio | 2-Stock Portfolio | |
Recession | 0.1 | 6% | -22% | 28% | 10% | -13% | 3% |
Below Average | 0.2 | 6% | -2% | 14.7% | -10% | 1% | |
Average | 0.4 | 6% | 20% | 0% | 7% | 15% | 10% |
Above Average | 0.2 | 6% | 35% | -10% | 45% | 29% | |
Boom | 0.1 | 6% | 50% | -20% | 30% | 43% | 15% |
r-hat | 6% | 17.40% | 1.74% | 13.80% | 15.00% | 5.80% | |
Std. dev | 0 | 13.4 | 18.8 | ||||
Coef. of var. | 8.2 | 1.6 | |||||
beta | 0 | -0.9 | 0.93 |
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