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EXCEL FORMULAS PLEASE Average Variance Sigma Cov(rBA,rK) A Expected portfolio return, E(rp) Portfolio variance, Var(rp) Portfolio standard deviation, sp B Boeing BA 10.75% 0.1152 Part
EXCEL FORMULAS PLEASE
Average Variance Sigma Cov(rBA,rK) A Expected portfolio return, E(rp) Portfolio variance, Var(rp) Portfolio standard deviation, sp B Boeing BA 10.75% 0.1152 Part A. Calculate portfolio statistics Percentage in BA Percentage in K 33.94% -0.0043 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% 14.85% 85.15% C Kellogg K Sigma 6.28% 0.0166 12.87% 60.00% 40.00% D E LL Part B. Calculate portfolio statistics for each of the following portfolio combination Percentage Expected return in BA F G
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Part A Calculate Portfolio Statistics 1 Expected Portfolio Return Erp Erp wBA cdot rBA wK cdot rK Wh...
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Introduction to Corporate Finance What Companies Do
Authors: John Graham, Scott Smart
3rd edition
9781111532611, 1111222282, 1111532613, 978-1111222284
