Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

the approximate portfolio weight in johnson and johnson's stock to yield an efficient combination of the two stocks is? Suppose Johnson & Johnson and Walgreen

the approximate portfolio weight in johnson and johnson's stock to yield an efficient combination of the two stocks is? image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 15% Calculate the expected return a consisting of Johnson & Johnson's and Walgreens stocks using a wide range of portfolio weights. Plot the expected portfolio return as a function of the portfolio volatility Usin portfolio weights that yield efficient combinations of the two stocks EIRI 565 10 11 11 SOIR 1043 TRE SOR What is the approximate portfolio weight in Johnson & Johnson's stock that yields an efficient combination of the two stocka? The approximate portfolio weight in Johnson & Johnson's stock to yield an efficient combination of the two stockals Round to the nearest whole percent Enter your answer in the answer box and then che check Answer Aliance have expected returns and volatilities shown here, with a correlation of 15%. Calculate the expected return and the volatility 'stocks using a wide range of portfolio weights. Plot the exp& ad portfolio return as a function of the portfolio volatility. Using your graph, of the two stocks Data Table (Click on the following icon in order to copy its contents into a spreadsheet) Johnson & Johnson Walgreens Boots Alliance Expected Return 13% 12% Standard Deviation 16% 11% 12.92 2 11 SDCE 11.67 DIR) Print Done nson & John Johnson's stock to vield an efficient combination of the two stocks is % (Round to the nearest whole percent) Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here with a correlation consisting of Johnson & Johnson's and Walgreens' stocks using a wide range of portfolio weights. Plot the expected portfolio return as portfolio weights that yield efficient combinations of the two stocks. Find the expected return and volatility of the portfolio consisting of 20% of Johnson & Johnson's stock and 80% of Walgreens' stock The expected return of the portfolio is 122 %. (Round to one decimal place.) Is The volatility (standard deviation) of the portfolio is 9.8%. (Round to one decimal place.) Find the expected return and volatility of the portfolio consisting of 30% of Johnson & Johnson's stock and 70% of Walgreens' stock. The expected return of the portfolio is 12.3 % (Round to one decimal place) The volatility (standard deviation) of the portfolio is 9.7 %. (Round to one decimal place) Find the expected return and volatility of the portfolio consisting of 40% of Johnson & Johnson's stock and 60% of Walgreens' stock. The expected return of the portfolio is 12.4% (Round to one decimal place) The volatility (standard deviation of the portfolio is 99%. Round to one decimal place Enter your answer in the answer box and then click Check Answer IN! to) hinson and Walgreen Boots Alliance have expected retums and volatilities shown here with a correlation of 15%. Calculate the expected return and the volatility (standard deviation Johnson's and Walgreens stocks using a wide range of portfolio weights. Plot the expected portfolio return as a function of the portfolio volatility Using your graph identify the range of eild efficient combinations of the two stocks 131 @o EN P11-26 (similar to) Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 15% Calculate the expected retum a consisting of Johnson & Johnson's and Walgroens stocks using a wide range of portfolio weights. Plot the expected portfolio return as a function of the portfolio volatility Usin portfolio weights that yield efficient combinations of the two stocks EFS 1255 5 1104 100 1022 110 SDR 132 SD What is the approximate portfolio weight in Johnson & Johnson's stock that yields an efficient combination of the two stocks? The approximate portfolio weight in Johnson & Johnson's stock to yhald an efficient combination of the two stock Round to the nearest whole petcant O Enter your answer in the answer box and then click Check Answer Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 15% Calculate the expected return a consisting of Johnson & Johnson's and Walgreens stocks using a wide range of portfolio weights. Plot the expected portfolio return as a function of the portfolio volatility Usin portfolio weights that yield efficient combinations of the two stocks EIRI 565 10 11 11 SOIR 1043 TRE SOR What is the approximate portfolio weight in Johnson & Johnson's stock that yields an efficient combination of the two stocka? The approximate portfolio weight in Johnson & Johnson's stock to yield an efficient combination of the two stockals Round to the nearest whole percent Enter your answer in the answer box and then che check Answer Aliance have expected returns and volatilities shown here, with a correlation of 15%. Calculate the expected return and the volatility 'stocks using a wide range of portfolio weights. Plot the exp& ad portfolio return as a function of the portfolio volatility. Using your graph, of the two stocks Data Table (Click on the following icon in order to copy its contents into a spreadsheet) Johnson & Johnson Walgreens Boots Alliance Expected Return 13% 12% Standard Deviation 16% 11% 12.92 2 11 SDCE 11.67 DIR) Print Done nson & John Johnson's stock to vield an efficient combination of the two stocks is % (Round to the nearest whole percent) Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here with a correlation consisting of Johnson & Johnson's and Walgreens' stocks using a wide range of portfolio weights. Plot the expected portfolio return as portfolio weights that yield efficient combinations of the two stocks. Find the expected return and volatility of the portfolio consisting of 20% of Johnson & Johnson's stock and 80% of Walgreens' stock The expected return of the portfolio is 122 %. (Round to one decimal place.) Is The volatility (standard deviation) of the portfolio is 9.8%. (Round to one decimal place.) Find the expected return and volatility of the portfolio consisting of 30% of Johnson & Johnson's stock and 70% of Walgreens' stock. The expected return of the portfolio is 12.3 % (Round to one decimal place) The volatility (standard deviation) of the portfolio is 9.7 %. (Round to one decimal place) Find the expected return and volatility of the portfolio consisting of 40% of Johnson & Johnson's stock and 60% of Walgreens' stock. The expected return of the portfolio is 12.4% (Round to one decimal place) The volatility (standard deviation of the portfolio is 99%. Round to one decimal place Enter your answer in the answer box and then click Check Answer IN! to) hinson and Walgreen Boots Alliance have expected retums and volatilities shown here with a correlation of 15%. Calculate the expected return and the volatility (standard deviation Johnson's and Walgreens stocks using a wide range of portfolio weights. Plot the expected portfolio return as a function of the portfolio volatility Using your graph identify the range of eild efficient combinations of the two stocks 131 @o EN P11-26 (similar to) Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 15% Calculate the expected retum a consisting of Johnson & Johnson's and Walgroens stocks using a wide range of portfolio weights. Plot the expected portfolio return as a function of the portfolio volatility Usin portfolio weights that yield efficient combinations of the two stocks EFS 1255 5 1104 100 1022 110 SDR 132 SD What is the approximate portfolio weight in Johnson & Johnson's stock that yields an efficient combination of the two stocks? The approximate portfolio weight in Johnson & Johnson's stock to yhald an efficient combination of the two stock Round to the nearest whole petcant O Enter your answer in the answer box and then click Check

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access with AI-Powered 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

Fundamental Accounting Principles

Authors: John J. Wild, Ken W. Shaw, Barbara Chiappetta

20th Edition

1259157148, 78110874, 9780077616212, 978-1259157141, 77616219, 978-0078110870

Students also viewed these Finance questions

Question

=+b) What is the maximax choice? Section 23.4

Answered: 1 week ago