Project 3 De Share Design References Mali View Tell me These AA A 2 E. O. AaBb ya 3 Projects 45 Vape par wars for each of the U dhe ecurity as below to the following us. Assume that she is equally likely to Seri A Rus) Security (N) 17 10 5 -25 What is the nation between the one hy hombres del hote the spected returned off Os, 5, 286,50%, 75%90% 100% Met de experied the mandard deviations for the polished these yen we ee your holl Find the expected and panel for the 39 19% 2% MacBook Air ! 2 . 3 $ 4 % 5 & 7 6 + 8 L 9 0 = del Q W E R T Y U P 1 50 F G . K L Z X C V BIN M 9 g ion command command option Tools VW Insert Format 06 Window Project 3 Autosave Share Tell me Commer References Mailings >> Home Insert Design Layout Draw LE Times New.. 12 ' ' Aa I gals x x ADA Paragraph Styles Dictate Sensitivity Paste Build a spreadsheet to answer the following questions. Use a separate worksheet for each of the 2 questions. 1. Use the security retums below, to answer the following questions. Assume that each return is equally likely to occur. Security A Returns (%) Security B Returns (%) 17 11.3 10 7.8 6.2 4.7 9 8 7 6 5 -2.5 a What is the correlation between these securities? Assuming that an investor can only choose between two securities, A or B. generate a model that will calculate the expected returns and the portfolio standard deviations for each of the following weights in security A: 0%. 10%, 25%, 50%, 75%, 90%, 100% Plot the expected the returns and standard deviations for the portfolios above and tell which ones are efficient Cou can write on your graph (a scatterplot is fine). Find the expected return and portfolio standard deviation for the minimum variance portfolio 2. Given the following historical returns on XYZ and the market: XYZ 8% 15% 2% 10% 13% Market 5% 10% 7% 8% 10% Calculate beta manually. b. Calculate beta using regression techniques (show your regression output) MacBook Air 2:53 .LTE > Home Insert Design Layout Draw LE Times New.. 12 ' ' Aa I gals x x ADA Paragraph Styles Dictate Sensitivity Paste Build a spreadsheet to answer the following questions. Use a separate worksheet for each of the 2 questions. 1. Use the security retums below, to answer the following questions. Assume that each return is equally likely to occur. Security A Returns (%) Security B Returns (%) 17 11.3 10 7.8 6.2 4.7 9 8 7 6 5 -2.5 a What is the correlation between these securities? Assuming that an investor can only choose between two securities, A or B. generate a model that will calculate the expected returns and the portfolio standard deviations for each of the following weights in security A: 0%. 10%, 25%, 50%, 75%, 90%, 100% Plot the expected the returns and standard deviations for the portfolios above and tell which ones are efficient Cou can write on your graph (a scatterplot is fine). Find the expected return and portfolio standard deviation for the minimum variance portfolio 2. Given the following historical returns on XYZ and the market: XYZ 8% 15% 2% 10% 13% Market 5% 10% 7% 8% 10% Calculate beta manually. b. Calculate beta using regression techniques (show your regression output) MacBook Air 2:53 .LTE