Question
The following is information about the calculated stocks for the past year SPY GOLD APPLE Method 1 Method 2 Avg. Daily Ret 0.00010 0.00249 0.00157
The following is information about the calculated stocks for the past year
SPY GOLD APPLE Method 1 Method 2
Avg. Daily Ret 0.00010 0.00249 0.00157 Beta GOLD 0.32 0.32
Daily Std. Deviation 0.01934 0.02700 0.02539 Beta APPLE 1.18 1.18
Daily Variance 0.00037 0.00073 0.00064
SPY-GOLD SPY-APPLE GOLD-APPLE
Correlation Coefficient 0.23073 0.89811 0.10107
SPY GOLD APPLE
Annual Return 0.025352006 0.6277108 0.395182973
Annual Std. Deviation 0.306938603 0.4286149 0.403054517
SPY-GOLD SPY-AMAT GOLD-APPLE
Expected return portfolio 0.326531419 0.2102675 0.511446902
50%/50% Std. Deviation portfolio 0.308659543
0.500
SPY-GOLD SPY-APPLE GOLD-APPLE
75%/25% Expected return portfolio 0.297465437 0.3727603 0.285562343
0.75 Std. Deviation portfolio 0.346464921
0.25
SPY-GOLD SPY-APPLE GOLD-APPLE
25%/75% Expected return portfolio 0.335112863 0.2915139 0.329161316
0.25 Std. Deviation portfolio 0.330770385
0.75
From the information above, how can i discuss the following
- the expected return for each stock,
- the standard deviation for each stock, the expected return of the portfolio of the two stocks you selected using the various percentages allocated to each (50%-50%, 75%-25%, 25%-75%) provided in the sheet,
- the standard deviation for each portfolio of the two stocks you selected using the various percentages allocated to each (50%-50%, 75%-25%, 25%-75%),
- the beta of each stock,
- the beta of a portfolio of the two stocks using the percentages allocated to each (50%-50%, 75%-25%, 25%-75%).
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