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Present the Capital Market Line and show the annualized average returns and the annualized standard deviations of the stocks. Which one is the most profitable
Present the Capital Market Line and show the annualized average returns and the annualized standard deviations of the stocks. Which one is the most profitable stock? Which one is the safest stock?
Mean-Variance Analysis and Capital Market Line 80.00 70.00 60.00 50.00 40.00 Average returns 30.00 20.00 GMP CMCSA 10.00 0.00 0.00 -10.00 5.00 10.00 15.00 20.00 25.00 20.00 25.00 40.00 45.00 50.00 VIAB -20.00 Standard deviation DIS C MCSA SNE CES VIAS Mit GMVP Frontier - Tangent Average St dev Var cov DIS CMCSA SNE CBS VIAB 11.03 14.35 28.65 -1.26 -13.97 19.61' 20.69' 29.67' 24.94' 35.56 3 84.44 242.69 263.23 278.53 369.30 242.69 428.09 191.26 224.07 311.89 263.23 191.26 880.54 290.66 454.37 278.53 224.07 290.66 622.02 525.07 369.30 311.89 454.37 525.07 1264.85Step by Step Solution
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