This is one of my last assignments for the semester and I really need help with these questions ..
It is due tonight by midnight 11/24/2020 and I have uploaded the ones Ive tried my best on. If answered past midnight central time, I will lose another question per month on chegg since my assignment will be due by then and will be pointless.. But please help.. Ive answered half correctly and these are the ones I can't figure out
Thank you so much in advance!
some of them have question answer options before pictures.
Homework: Chapter 12- HW Score: 0 of 2 pts 6 of 17 (9 complete) P 12-10 (similar to) Using the data in the following table, and the fact that the correlation of A and B is 0.38, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -9% 26% 17% 35% 2% 2% - 1% -6% 4% -7% 11% 25% The standard deviation of the portfolio is 7.70 %. (Round to two decimal places.) a. The expected return. The expected return of the portfolio is 8.5 %. (Round to one decimal place.) b. The volatility (standard deviation). The volatility of the portfolio is 453%. (Round to one decimal place.) Data Table 1.9452 8.8782 Sep-11 Oct-11 3.7086 4.8619 Nov-11 2.3716 7.6948 Dec-11 1.0823 0.4548 Jan-12 1.9438 -0.2222 Feb-12 - 1.3998 5.7282 Mar-12 1.2949 2.0676 3.9893 1.3740 3.8894 5.3658 Apr-12 May-12 Jun-12 Jul-12 - 1.4758 3.0396 - 3.1753 -3.1566 1.1623 -0.1949 Aug-12 Sep-12 Oct-12 4.0903 4.4462 2.5842 12.9560 Nov-12 - 4.9279 -0.9206 Dec-12 -0.4342 - 1.7974 Jan-13 - 6.2305 - 4.5299 Feb-13 - 2.2040 - 1.8425 Mar-13 - 1.0470 13.3389 5.1144 - 1.7647 Apr-13 May-13 Jun-13 2.3825 2.3503 - 7.8625 - 12.4762 Jul-13 - 1.315 -1.5601 1.1042 3.2890 Aug-13 Sep-13 - 9.8060 10.7573 Oct-13 - 18.4726 - 13.8565 -8.5206 - 7.6002 Nov-13 Dec-13 2.1482 -3.7559 Print Done Done Homework: Chapter 12- HW Score: 0 of 2 pts 6 of 17 (9 complete) P 12-10 (similar to) Using the data in the following table, and the fact that the correlation of A and B is 0.38, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B -9% 26% 17% 35% 2% 2% - 1% -6% 4% -7% 11% 25% The standard deviation of the portfolio is 7.70 %. (Round to two decimal places.) a. The expected return. The expected return of the portfolio is 8.5 %. (Round to one decimal place.) b. The volatility (standard deviation). The volatility of the portfolio is 453%. (Round to one decimal place.) Data Table 1.9452 8.8782 Sep-11 Oct-11 3.7086 4.8619 Nov-11 2.3716 7.6948 Dec-11 1.0823 0.4548 Jan-12 1.9438 -0.2222 Feb-12 - 1.3998 5.7282 Mar-12 1.2949 2.0676 3.9893 1.3740 3.8894 5.3658 Apr-12 May-12 Jun-12 Jul-12 - 1.4758 3.0396 - 3.1753 -3.1566 1.1623 -0.1949 Aug-12 Sep-12 Oct-12 4.0903 4.4462 2.5842 12.9560 Nov-12 - 4.9279 -0.9206 Dec-12 -0.4342 - 1.7974 Jan-13 - 6.2305 - 4.5299 Feb-13 - 2.2040 - 1.8425 Mar-13 - 1.0470 13.3389 5.1144 - 1.7647 Apr-13 May-13 Jun-13 2.3825 2.3503 - 7.8625 - 12.4762 Jul-13 - 1.315 -1.5601 1.1042 3.2890 Aug-13 Sep-13 - 9.8060 10.7573 Oct-13 - 18.4726 - 13.8565 -8.5206 - 7.6002 Nov-13 Dec-13 2.1482 -3.7559 Print Done Done
