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Only needs the answers,no process required, 27. Consider these two stocks: X: E(r) 10% and return std. dev 16%. Y: E(r)s 15% and return std.

image text in transcribedOnly needs the answers,no process required,

27. Consider these two stocks: X: E(r) 10% and return std. dev 16%. Y: E(r)s 15% and return std. dev 2096. Which of the following must be true? a. Y's beta is 50% higher than X's. b. Y's beta is 25% higher than X's c. Y must have more idiosyncratic risk than X. d. Y must have more total risk than X 28. Suppose that your portfolio had a return of 2014, 60% in 2015 and-30% in 2016, what was annualized holding period return of your portfolio over these three years? -30% in the -22% b. -8% c. 0% d.8% Q 29-30: Suppose that your portfolio will have a return of 20% or-10% with equal probability next year. 29. What is your expected return? a, b. c. d. 0% 4% 5% 10% 30. What is your return standard deviation? a, b. c. d. 2% 15% 16% 21% Q31-35: You are given the following information about X, Y and Z's betas, expected returns and return standard deviation. 0 31. What is the market's risk premium? a. b. c. d. 5% 6% 7% Cannot be determined with the info provided. 32. What is Z's beta? b. 0.5 d. Cannot be determined with the info provided. a. 11% 33. What is Y's return standard deviation? b. 16% d. Cannot be determined with the info provided

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