A portfolio manager summarizes the input from the macro and micro forecasters in the following table: (see image )    a. Calculate expected excess returns, alpha values, and residual variances for these stocks. (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round "Alpha values" to 1 decimal place.)

please help me check my work and anything unsolved, thanks

b. As an equity portfolio manager, you may use certain risk-adjusted performance measures. Describe and discuss the following measures of performance evaluation! Treynor Index, William Sharpe, Michael Jensen Using the following table evaluate which is better than other using three different measure of performance evaluation. Asset X E(R)% 12 beta Stdv 1.25 16 Y 11 1.0 12 Risk-free 3 0 0 Market index 12 1 12

Considering the attached set of securities and portfolio returns: Find the combination of the weights that minimizes CV of the portfolio.  How does the CV of the optimal portfolio compare with the CVs of its constituents?

Consider a risky portfolio, A, with an expected rate of return of 0.16 and a standard deviation of 0.25, that lies on a given indifference curve. Which one of the following portfolios is not likely to lie on the same indifference curve for a risk-averse investor with a mean- variance utility function? a. Expected return = 0.20; Standard deviation = 0.15 b. Expected return = 0.10; Standard deviation = 0.20 Expected return= 0.15; Standard deviation = 0.20 Expected return = 0.12; Standard deviation = 0.10 Expected return = 0.10; Standard deviation = 0.10 C. d. e.

Explain  well all question with proper answer. And type the answer  step by step.

Consider the following graph.   According to Markowitz’ portfolio theory, which point on the graph represents optimal portfolio?       C     A     B     D

An investor is considering two possible investment alternatives, Portfolio A and Portfolio B. The expected returns for each are shown in the table below under two different market conditions, along with the investors prediction for the probability of each market condition. The investor's prediction for the probability of each market condition. The investor's utility function can be represented as U(w) - square root (w). If the investor maximises their expected utility, which alternative would they choose? Portfolio A Portfolio B Bull Market Bear Market Portfolio A 16% Portfolio B 4% Probability 0.75 3% 2% 0.25

Hello can you show how this was done, i cant figure out the isolation of P was done. the first is the task and the second has the solution also, but i cant figure out how it was done  P = 6.06%

You have developed the following data to examine the impact of portfolio diversification. Which scenario seems to be out of place? # of stocks in the portfolio Diversifiable Risk Market Risk L. 2 stocks M. 20 stocks N. 30 stocks O. 60 stocks P. 100 stocks ΟΝ OL O M P 0.15 0.07 0.11 0.08 0.06 0.20 0.20 0.20 0.20 0.20