Question
You own a portfolio containing the following stocks. Stock A Stock B Stock C Stock D $ Amount $10,000 $5,000 $18,000 $7,000 Expected return 15.50%
You own a portfolio containing the following stocks.
|
| Stock A | Stock B | Stock C | Stock D |
| $ Amount | $10,000 | $5,000 | $18,000 | $7,000 |
| Expected return | 15.50% | 9.80% | 12.70% | 20.90% |
| Stock beta | 0.95 | 1.10 | 0.85 | 0.60 |
Calculate the following statistics: (1/100 of one percent without % sign, e.g. 12.671, if a negative percentage, -9.56):
1) Expected portfolio return: Answer
2) Expected portfolio standard deviation: Answer
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Stocks For The Long Run
Authors: Jeremy Siegel
6th Edition
1264269803, 978-1264269808
