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10- What is the correlation between a risk-free asset and a risky asset/portfolio? Oo O1 Undefined O Dier 04: Suppose that risk-free rate is 4%. Calculate the relevant weights that enable you to construct the tangency (market) portfolio under the assumption of c. no short-selling is allowed (i.e. weights must be positive) (15 points) d short-selling is allowed (i.e. weights can be negative) (15 points) Q5: Fill in the following table. What do you see? Explain briefly. (15 points) STOCKS Global Minimum Variance Portfolio PORTFOLIOS Global Minimum Variance Portfolio Tangency Portfolio Tangency Portfolio Normal Portfolio No short sales Short sales allowed No short sales Short sales allowed 103.) 103.b) 04 104-5) BCL0102) Expected return 19 2 12 Standard deviation Coeficient of variation 0 Sharpe Ratio CASE: Suppose that you are about to construct a portfolio of three risky assets, Stock A, Stock B, and Stock C. You have 100.000 TL of capital to invest. Relevant data regarding these stocks are presented as follows: Stock A B Expected return Variance Investment amount 20% 3,24% 30.000 TL 25% 1,44% 40.000 TL 30% 0,25% 30.000 TL Correlation Matrix A B C 100% 65% 100% 55% 75% 100% A B C I INSTRUCTIONS QI: Find the portfolio expected return. (10 points) Q2: Find the portfolio risk (standard deviation) by means of MATRIX ALGEBRA! (15 points) 03. Calculate the relevant weights that enable you to construct the global minimum variance portfolio under the assumption of no short-selling is allowed (ie weights must be positive). (15 points) b. short-selling is allowed (1.0, weights can be negative) (15 points) Whitehta 10- What is the correlation between a risk-free asset and a risky asset/portfolio? Oo O1 Undefined O Dier 04: Suppose that risk-free rate is 4%. Calculate the relevant weights that enable you to construct the tangency (market) portfolio under the assumption of c. no short-selling is allowed (i.e. weights must be positive) (15 points) d short-selling is allowed (i.e. weights can be negative) (15 points) Q5: Fill in the following table. What do you see? Explain briefly. (15 points) STOCKS Global Minimum Variance Portfolio PORTFOLIOS Global Minimum Variance Portfolio Tangency Portfolio Tangency Portfolio Normal Portfolio No short sales Short sales allowed No short sales Short sales allowed 103.) 103.b) 04 104-5) BCL0102) Expected return 19 2 12 Standard deviation Coeficient of variation 0 Sharpe Ratio CASE: Suppose that you are about to construct a portfolio of three risky assets, Stock A, Stock B, and Stock C. You have 100.000 TL of capital to invest. Relevant data regarding these stocks are presented as follows: Stock A B Expected return Variance Investment amount 20% 3,24% 30.000 TL 25% 1,44% 40.000 TL 30% 0,25% 30.000 TL Correlation Matrix A B C 100% 65% 100% 55% 75% 100% A B C I INSTRUCTIONS QI: Find the portfolio expected return. (10 points) Q2: Find the portfolio risk (standard deviation) by means of MATRIX ALGEBRA! (15 points) 03. Calculate the relevant weights that enable you to construct the global minimum variance portfolio under the assumption of no short-selling is allowed (ie weights must be positive). (15 points) b. short-selling is allowed (1.0, weights can be negative) (15 points) Whitehta