An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 19% and a standard deviation of return of 15.0%. Stock B has an expected return of 15% and a standard deviation of return of 6%. The correlation coefficient between the returns of A and B is 0.80. The risk-free rate of return is 11%. The proportion of the optimal risky portfolio that should be invested in stock A is Multiple Choice О О 0% 80% 65% О 91%

An investor can design a risky portfolio based on two stocks, X and Y. Stock X has an expected return of 13% and a standard deviation of return of 15%. Stock Y has an expected return of 16% and a standard deviation of return of 19%. The correlation coefficient between the returns of X and Y is 0.15. The risk-free rate of return is 3%. How much does the investor need to invest in each stock to create the optimal portfolio? O Wx=40% and Wy=60% Wx=45% and Wy=55% Wx-50% and Wy=50% Wx-55% and Wy=45% Wx-60% and Wy=40%

"An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 9.5% and a standard deviation of return of 8%. Stock B has an expected return of 5% and a standard deviation of return of 2% . The correlation coefficient between the returns of A and B is 0.75. The risk - free rate of return is 3.5 % . The expected return on the optimal risky portfolio is Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05"

An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 17% and a standard deviation of return of 28%. Stock B has an expected return of 15% and a standard deviation of return of 15%. The correlation coefficient between the returns of A and B is 0.8. The risk-free rate of return is 3.2%. What is the expected return on the optimal risky portfolio?   Note:- Do not provide handwritten solution. Maintain accuracy and quality in your answer. Take care of plagiarism. Answer completely. You will get up vote for sure.

An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of return of 39 %. Stock B has an expected return of 14% and a standard deviation of return of 20%. The correlation coefficient between the returns of A and B is .4. The risk-free rate of return is 5%. The standard deviation of returns on the optimal risky portfolio is Multiple Choice 25.5% 22.3% 21.4% 20.7% O 11:18PM 20/200

An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 26% and a standard deviation of return of 34%. Stock B has an expected return of 20% and a standard deviation of return of 39%. The correlation coefficient between the returns on A and B is 0.56. How much should an investor put in stock B if he requires expected return of 23.35% on the risky portfolio?

An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20%, while the standard deviation on stock B is 15%. The correlation coefficient between the returns on A and B is 0%. The rate of return for stocks A and B is 20 and 10 respectively. The expected return on the minimum-variance portfolio is approximately _________.

Nikul

An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 15% and a standard deviation of return of 25%. Stock B has an expected return of 10% and a standard deviation of return of 20%. The correlation coefficient between the returns of A and B is 0.5. The risk-free rate of return in this economy is 4%. The investor wishes to construct an optimal risky E[rp]-rf portfolio (i.e. the portfolio with the highest Sharpe ratio = -). The proportion of the optimal risky portfolio that should be invested in stock A is 65.14% 82.25% 71.15% 74.36% 68.20%

Suppose CAPM is true. You are considering investing in an equally weighted portfolio of two stocks, A and B. The betas of these stocks to the market factor are 1.10 and 0.80, respectively. The total return volatilities of stocks A and B are σA=0.20 and σB=0.18, and the standard deviation of the factor’s return is 0.15. 1.b. What is the portfolio’s systematic risk (stated as a variance)? 1.c. What is your portfolio’s total risk (stated as a variance), assuming the idiosyncratic risks of the stocks A and B are uncorrelated? Answer: 1a) 0.95 1b) systematic risk 0.0203 1c) total risk 0.0181 Can anyone help to double confirm the answers? plus question part c seems to be wrong but I don't know why.