Question
Calculate the weighted average expected return, variance and standard deviation of the portfolio by completing the calculations in the table below: Table 1-1 Weight in
Calculate the weighted average expected return, variance and standard deviation of the portfolio by completing the calculations in the table below:
Table 1-1
Weight in portfolio:
Expected Return:
35.00%
40.00%
25.00%
Wal-Mart Stock
-20.00%
10.00%
20.00%
3M 10-year bond
-5.00%
5.00%
10.00%
Gold
30.00%
5.00%
-10.00%
Commodity futures
-15.00%
12.00%
25.00%
Cash
5.00%
3.00%
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Financial Reporting And Statement Analysis A Strategic Perspective
Authors: Clyde P. Stickney, Paul Brown
4th Edition
0030238110, 978-0030238116
