Question
Looking for answer in an excel re-usable format SecurityFhas an expected return of 11.40 percent and a standard deviation of 44.40 percent per year. SecurityGhas
Looking for answer in an excel re-usable format
SecurityFhas an expected return of 11.40 percent and a standard deviation of 44.40 percent per year. SecurityGhas an expected return of 16.40 percent and a standard deviation of 63.40 percent per year. |
a. | What is the expected return on a portfolio composed of 26 percent of SecurityFand 74 percent of SecurityG?(Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) |
Expected return | % |
b. | If the correlation between the returns of SecurityFand SecurityGis .21, what is the standard deviation of the portfolio described in part (a)?(Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) |
Standard deviation | % |
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