Question
Suppose you buy 200 shares of GCB bank at $30 per share and 100 shares of ADB stock at $40 per share. If GCB bank
Suppose you buy 200 shares of GCB bank at $30 per share and 100 shares of ADB stock at $40 per share. If GCB bank share price goes up to $36 and ADB fall to $38
Required
- What is the new value of the Portfolio
- What return did it earn
- After the price change, what are the portfolio weight
- Calculate the standard deviation of the stocks
- Estimate the covariance from historical
- Estimate the correlation from historical data
- What is the volatility of a portfolio
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Intermediate Accounting
Authors: Donald E. Kieso, Jerry J. Weygandt, Terry D. Warfield.
9th Canadian Edition, Volume 2
470964731, 978-0470964736, 978-0470161012
