Question
Given the following information estimate the monthly expected return of a portfolio of 40% AAA and 60% BBB. Assume you purchase these shares in July
Given the following information estimate the monthly expected return of a portfolio of 40% AAA and 60% BBB. Assume you purchase these shares in July 2018. Enter your answer as a percent. Do not include the % sign. Round your final answer to two decimals.
Estimate the standard deviation of a portfolio of 40% AAA and 60% BBB monthly returns. Enter your answer as a percent
| Stock Price | ||
| Month | AAA | BBB |
| Jan-18 | 100 | 75 |
| Feb-18 | 120 | 80 |
| Mar-18 | 140 | 95 |
| Apr-18 | 110 | 100 |
| May-18 | 115 | 85 |
| Jun-18 | 95 | 90 |
| Jul-18 | 100 | 100 |
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The Concepts And Practice Of Mathematical Finance
Authors: Mark S. Joshi
2nd Edition
0521514088, 9780521514088
