Question 1 20 out of 40 poin There is a portfolio which consists of four stocks: IBM, APPL, BA, and NFLX. The average monthly stock returns for IBM, APPL, BA, and NFLX are 1.4695, 1.2595, 2.8796, and 1.80%. The standard deviation for IBM, APPL, BA, and NFLX are 3.2296, 4.7096, 4.33%, and 2.79%. Also, the covariances and variances are summarized as in the below table. IBM AAPL BA NFLX IBM 0.1096 0.0596 0.2296 AAPL IBA INFLX 0.0496 0.0296 0.1996 Q Search + 0.0196 0.0696 0.0796 0.0896 KE 09 22:59 20:43 1. The equal weighted portfolio return is [A]%. (Round to the nearest tenth.) Subscriptions CSDN: 10$... 11/11/20 File Transfer [Photo] 2. The equal weighted portfolio risk (i.e., standard deviation) is [B]%. (Round to the nearest tenth.) ABC Chinese Asso... 11/11/20 cion 2 Using all the values in Problem 1, calculate the optimal weights for four stocks (IBM, AAPL, BA, NFLX) to get a minimum variance portfolio satisfying the following conditions. The sum of all the weights is equal to one. All the weights are greater than zero. In short, to answer this problem, solve the following optimization problem. ge Min W1,W2, W3,W4 s.t W1+W2+W3 +W4 = 1 Wi>0 W2>0 W3 > W4>0 Where: W, = IBM W2 = AAPL W3 = BA W4 = NFLX 1. The optimal weight on W1 = [A]%. (Round to the nearest integer.) 2. The optimal weight on W2 = [B]%. (Round to the nearest integer.) 3. The optimal weight on W3 = [C]%. (Round to the nearest integer.) 4. The optimal weight on W4 = [D]%. (Round to the nearest integer.) 5. The portfolio return is [E]9. (Round to the nearest tenth.) 6. The portfolio risk is [F]%. (Round to the nearest tenth.) Question 1 20 out of 40 poin There is a portfolio which consists of four stocks: IBM, APPL, BA, and NFLX. The average monthly stock returns for IBM, APPL, BA, and NFLX are 1.4695, 1.2595, 2.8796, and 1.80%. The standard deviation for IBM, APPL, BA, and NFLX are 3.2296, 4.7096, 4.33%, and 2.79%. Also, the covariances and variances are summarized as in the below table. IBM AAPL BA NFLX IBM 0.1096 0.0596 0.2296 AAPL IBA INFLX 0.0496 0.0296 0.1996 Q Search + 0.0196 0.0696 0.0796 0.0896 KE 09 22:59 20:43 1. The equal weighted portfolio return is [A]%. (Round to the nearest tenth.) Subscriptions CSDN: 10$... 11/11/20 File Transfer [Photo] 2. The equal weighted portfolio risk (i.e., standard deviation) is [B]%. (Round to the nearest tenth.) ABC Chinese Asso... 11/11/20 cion 2 Using all the values in Problem 1, calculate the optimal weights for four stocks (IBM, AAPL, BA, NFLX) to get a minimum variance portfolio satisfying the following conditions. The sum of all the weights is equal to one. All the weights are greater than zero. In short, to answer this problem, solve the following optimization problem. ge Min W1,W2, W3,W4 s.t W1+W2+W3 +W4 = 1 Wi>0 W2>0 W3 > W4>0 Where: W, = IBM W2 = AAPL W3 = BA W4 = NFLX 1. The optimal weight on W1 = [A]%. (Round to the nearest integer.) 2. The optimal weight on W2 = [B]%. (Round to the nearest integer.) 3. The optimal weight on W3 = [C]%. (Round to the nearest integer.) 4. The optimal weight on W4 = [D]%. (Round to the nearest integer.) 5. The portfolio return is [E]9. (Round to the nearest tenth.) 6. The portfolio risk is [F]%. (Round to the nearest tenth.)
