Textbook: Modern portfolio theory and investment analysis 9th edition

Chapter 7: problem 6

Using the data in Problem 5 and assuming an equally weighted portfolio, calaculate the following:

B D 1 = 5, calculate the following 5. Security A 2 3 1.5 1.3 0.8 ei 3 2 Given the preceding data and the fact that m, = 8 and on "14, 13.4.14 (a) The mean return for each security (b) The variance of each security's return 4 0.9 4 1 65.25 324 24 38.5 (C) The covariance of returns between each security 48.7 5.826. Cold Weighted portfolio, calculate the AC30 AD 330 6. Using the data in Problem 5 and assuming an equally following: (a) Bp (b) Qp (c) o BD 29.2 (d) Rp B D 1 = 5, calculate the following 5. Security A 2 3 1.5 1.3 0.8 ei 3 2 Given the preceding data and the fact that m, = 8 and on "14, 13.4.14 (a) The mean return for each security (b) The variance of each security's return 4 0.9 4 1 65.25 324 24 38.5 (C) The covariance of returns between each security 48.7 5.826. Cold Weighted portfolio, calculate the AC30 AD 330 6. Using the data in Problem 5 and assuming an equally following: (a) Bp (b) Qp (c) o BD 29.2 (d) Rp