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can you please do all parts Suppose that the index model for stocks A and is estimated from excess refurns with the following results: NA=3.402+1.15KH+%AKg=1.501+1.30x+gN=251;-
can you please do all parts
Suppose that the index model for stocks A and is estimated from excess refurns with the following results: NA=3.402+1.15KH+%AKg=1.501+1.30x+gN=251;- Assume you create portfolio P with investment proportions of 0.60 in A and 0.40 in B. Required: a. What is the standard deviation of the portfolio? Note: Do not round your intermediate calculations. Round your answer to 2 decimal places. Calculate using numbers in decimal form, not percentages. For example use " 20 " for calculation if standard deviation is provided as 20%. b. What is the beta of your portfolio? Note: Do not round your intermediate calculations. Round your answer to 2 decimal places. Calculate using numbers in decimal form, not percentages. For example use "20" for calculation if standard deviation is provided as 20% c. What is the firm-specific variance of your portfolio? Note: Do not round your intermediate calculations. Round your answer to 3 decimal places. Calculate using numbers in decimal form, not percentages. For example use " 20 for calculation if standard deviation is provided as 20%. d. What is the covariance between the portfolio and the market index? Note: Do not round your intermediate calculations. Round your answer to 2 decimal places. Calculate using numbers in decimal form, not percentages. For example use " 20 for calculation if standard deviation is provided as 20% Step by Step Solution
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