Question
Please use the following data for questions. Security Expected Return Standard Deviation Correlations A 20 7.25 -0.8 B 14 6.4 0.1 0.7 QUESTION 1 What
Please use the following data for questions.
Security | Expected Return | Standard Deviation | Correlations |
A | 20 | 7.25 | -0.8 |
B | 14 | 6.4 | 0.1 |
|
|
| 0.7 |
QUESTION 1
What is the weight of stock A and the weight of stock B? (Please enter as a whole number out to one decimal place ie 21.3%)
Question 2
What is the expected return of the portfolio using the weights from questions 1? ( enter as a whole percentage out to 2 decimal places ie 12.35%)
Question 3
What is the Portfolio Standard Deviation using a correlation of -.8? (please use a whole number and carry out 2 decimal places ie 6.61%)
QUESTION 4
What are the standard deviations and expected returns for the efficient set starting with the lowest return and standard deviation pair and ending with the highest return and standard deviation pair. (please round to 2 decimal places and use whole percentages ie 13.45%, 7.10%, 16.98%, 12.87%)
Question 5
What is the weight of Stock A using a correlation of .1 and what is the weight of stock B with a correlation of .1? (please give a whole percentage with one decimal place ie 15.3%)
QUESTION 6
What is the expected Return of the portfolio using the above weights for a correlation of .1? (please use a whole percentage and round to 2 decimal places ie 14.35%)
QUESTION 7
What is the standard deviation of the portfolio with a correlation of .1? ( please give a whole percentage and round to 2 decimal places ie 5.56%)
QUESTION 8
What are the standard deviations and expected returns for the efficient set starting with the lowest return and standard deviation pair and ending with the highest return and standard deviation pair. (please round to 2 decimal places and use whole percentages ie 13.45%, 7.10%, 16.98%, 12.87%)
QUESTION 9
What is the weight of stock A and stock B with a correlation of .7? (please round your answer to one decimal and give a whole percentage ie 6.7%)
Question 10
What is the expected return of the portfolio with a correlation of .7? (please submit your answer as a whole percentage and 2 decimal places ie 10.10%)
QUESTION 11
What is the standard deviation of the portfolio with a correlation of .7? (please round your answer to 2 decimal places ie 21.92%)
qUESTION 12
1. What are the standard deviations and expected returns for the efficient set starting with the lowest return and standard deviation pair and ending with the highest return and standard deviation pair. (please round to 2 decimal places and use whole percentages ie 13.45%, 7.10%, 16.98%, 12.87%)
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