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Q#2 Please find the following data on three different assets,A,B,C and Markets.Accordingly,calculate the required values and write down those in the specified spaces Expected return

Q#2 Please find the following data on three different assets,A,B,C and Markets.Accordingly,calculate the required values and write down those in the specified spaces Expected return on A
Std Deviation of A's return
Economy Probability Return of Asset A Return of Asset B Return of Asset C CV of A's return
Boom 20% 20% 25% 7% Required return on A
AVG 50% 10% 22% 9% Is A overvalued? (Y/N) Write Y or, N
BUST 30% 8% 15% 12% Expected return on B
Std Deviation of B's return
Invested $M RISK (beta) CV of B's return
Asset A $20.00 1.500 Required return on B
Asset B $30.00 1.250 Is B overvalued? (Y/N) Write Y or, N
Asset C $40.00 -0.625 Expected return on C
Std Deviation of C's return
Risk Free Return 6.0% CV of C's return
Expected Market Return 7.6% Required return on C
Is C overvalued? (Y/N) Write Y or, N
Correlation Coeff (A,B)
Correlation Coeff (B,C)
Correlation Coeff (C,A)
3-asset portfoilo return
3-asset portfoilo risk (sigma)
3-asset portfoilo risk (beta)
3-asset portfoilo CV
Required return on portfolio
Portfoilo Sharpe ratio
Portfoilo Treynor ratio

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