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Please assist me with questions 5 to 8. Thank you Given the following portfolio of four shares Number of Share Price Expected Risk Share Shares
Please assist me with questions 5 to 8. Thank you
Given the following portfolio of four shares Number of Share Price Expected Risk Share Shares in cents Return std dev) Beta Angle Diamonds 22400 52 0 34 25 0 8 35 Monastery 09 584899 156 0 46 0 8 uradePost 121 746244 220 0 37 40 5 Calculate the value of the portfolio 1) R563 253 2) R780 533 3) R1 585 946 4) R2 000 000 5) R2 565 827 6 Calculate the expected return 1) 25% 2) 30% 3) 35% 4) 40% 5) 45% 7 Calculate the risk of the portfolio (as measured by the standard devlation) if the correlation between Angel and Monastery is 0 7, correlation between Angel and TradePost 121 is 0 7 and the correlation between Monastery and TradePost 121 is 0 8 1) 24 3 2) 279 3) 327 4) 35 8 5) 41 8 8 Calculate the risk of the portfolio as measured by beta 1) 072 2) 078 3) 0 84. 4) 090 5) 0 96Step by Step Solution
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