Question
You own a portfolio containing the following stocks. Stock A Stock B Stock C Stock D $ Amount $9,000 $6,000 $5,000 $10,000 Expected return 10.65%
You own a portfolio containing the following stocks.
|
| Stock A | Stock B | Stock C | Stock D |
| $ Amount | $9,000 | $6,000 | $5,000 | $10,000 |
| Expected return | 10.65% | 12.89% | 15.95% | 10.12% |
| Stock beta | 1.10 | 0.90 | 1.30 | 1.05 |
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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Chronic Regulatory Focus And Financial Decision Making Asset And Portfolio Allocation
Authors: Navin Kumar
1st Edition
9812876936, 978-9812876935
