Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Excel McGraw Hill Excel Question - Saved v Search (Alt + Q) File Home Insert Draw Formulas Data Review View Help Editing 5 Calibri -
Excel McGraw Hill Excel Question - Saved v Search (Alt + Q) File Home Insert Draw Formulas Data Review View Help Editing 5 Calibri - 11 - B v v G 119 fx H 1 0.17 0.09 B D E F 1 Consider the following information. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected 2 return of the portfolio? What is the variance of this portfolio? The standard deviation? 3 4 Input area: 5 6 State Probability Stock A Stock B Stock C 7 Boom 0.15 0.35 0.40 0.28 8 Good 0.45 0.16 9 Poor 0.30 (0.01) (0.03) 0.01 10 Bust 0.10 (0.10) (0.12) (0.09) 11 weights 0.30 0.40 0.30 12 13 (Use cells A6 to E11 from the given information to complete this question.) 14 15 Output area: 16 17 Stock A Probability Portfolio return Product Return deviation Squared deviation Product 18 Boom 19 Good 20 Poor 21 Bust 22 E(R) Variance 23 Standard deviation
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started