Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Show work and explain please for lifesaver... Over the past 5 months, Cloak, Dagger and the Market had the following monthly returns: MONTH Cloak Dagger

Show work and explain please for lifesaver...

Over the past 5 months, Cloak, Dagger and the Market had the following monthly returns:

MONTH

Cloak

Dagger

Market

January

-.04

.08

-.02

February

.15

.25

.10

March

.21

.16

.05

April

.00

-.05

-.01

May

.18

.14

.10

A: Calculate the return and standard deviation for Cloak and Dagger. Assume the observations are the population rather than a sample.

B: Calculate the correlation (coefficient) between Cloak and Dagger.

C: Dagger has a beta of 1.53.You invest equal amounts in Cloak and Dagger.Find the return, beta and the variance of the portfolio.

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

How To Give Financial Advice To Couples Essential Skills For Balancing High Net Worth Clients Needs

Authors: Kathleen Burns Kingsbury

1st Edition

0071819118,0071819126

More Books

Students also viewed these Finance questions

Question

What are the five stages of the consumer adoption process?

Answered: 1 week ago