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Question 4 Compien Marked out or 100 assets is 0.80. What is the standard deviation of the investor's portfolio return? Please round your calculation to the nearest 2nd decimal and fill in the calculaterd F Flag question number below An investor's portfolio comprises of $4 million in asset A and $6 million in asset B. Asset A has an expected return of 0.11 and a return standard deviation of 0.17 while the expected return and return standard deviation of asset B are 0.19 and 0.25 respectively. The estimated correlation coefficient between returns of two Answer 0.21 Ouestion 5 Compene An investor's portiolio comprises of $2 million in asset A and $8 million in asset B. Asset A has an expected return of 0.08 and a return standard deviation of 0.17 while the expected return and return standard deviation of asset B are 0.16 and 0.25 respectively, The estimated correlation coefficient between returns of two Manked out of 100 assets is 0.50. What is the expected return of the investors portfolio? Please round your calculation to the nearest 2nd decimal and fill in the calculated number P Flag question below Answer 0.14 uestion 6 Compiete Marked out of P Flag question Please use the following information for this question Beta Total return variance 0.0224 0.029 0.01 ldiosyncrabic return veriance 0.0080 Assets where M refers to the market portfolio What is the ide synca c return var ance of an equaly decimal and fill in the calculeted number below eghted portfolio of assets X and Y? Please ound your calculation to the nearest 4 Answer 0.0068 Question Complee Marked out of 1 00 is correct? P Flag queston The Small Minus-Big portfolio SMB consists of a long position in the market's 50 % smallest firms by market cap (small) and a short position in the market's 50 % largest firms (big). Based on the past 20 years of monthly returns, an analyst finds that stockx has a SMB factor loading (beta) of 1.5 which statement below Select one A we cannot conclude whether stock X is larger than an average stock in terms osze O B. Stock X is larger than an average stock in terms of size O C. Stock X is smaler than an average stock in terms of size D. Sock X is similar to an average stock in terms of size Question 8 There are three investors X, Y and Z whose preferences represented by the utility function U E(r)-05a0%, where is the risk-aversion coefficient, and is