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Picture of data is given provide working of ans as well Homework: HW - FBA- Portfolio choice Save Score: 0 of 100 pts 5 of
Picture of data is given provide working of ans as well
Homework: HW - FBA- Portfolio choice Save Score: 0 of 100 pts 5 of 15 (4 complete) HW Score: 16.52%, 247.76 of 1500 pts P11-15 (similar to) Question Help Using the data from the table what is the volatility of an equally weighted portfolio of Southwest Airlines (LUV), Kellogg (K), and HP Inc. (HPQ) stock? Hint. Make sure to round all intermediate calculations to at least four decimal places. The volatility of an equally weighted portfolio of the three stocks is % (Round to two decimal places.) (Click on the following icon in order to copy its contents into a spreadsheet.) General Mills 17% Historical Annual Volatilities and Correlations for Selected Stocks (based on monthly returns, 1996-2017) Southwest Ford Microsoft HP Alaska Air Airlines Motor Kellogg Volatility (Standard Deviation) 32% 36% 36% 31% 47% 19% Correlation with Microsoft 1.00 0.40 0.18 0.22 0.27 0.04 HP Inc. 0.40 1.00 0.28 0.34 0.27 0.10 Alaska Air 0.18 0.28 1.00 0.40 0.15 0.15 Southwest Airlines 0.22 0.34 0.40 1.00 0.30 0.15 Ford Motor 0.27 0.27 0.15 0.30 1.00 0.17 Kellogg 0.04 0.10 0.15 0.15 0.17 1.00 General Mills 0.10 0.06 0.20 0.21 0.08 0.55 0.10 0.06 0.20 0.21 0.08 0.55 1.00 Print DoneStep by Step Solution
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