Dr. Zweibel's portfolio consists of four stocks: AZMN, 35%, beta 2.4; MKR, 20%, beta 1.6; ABDE, 25%, beta 1.8; and SBUK, 20%, beta 2.1. [1)Compute Dr. Z's portfolio beta. 2)Does he seem to be a conservative or aggressive investor?

Ebenezer Scrooge has invested 65% of his money in share A and the remainder in share B. He assesses their prospects as follows:   A   B Expected return (%) 16   21 Standard deviation (%) 23   27 Correlation between returns   0.5   What are the expected return and standard deviation of returns on his portfolio? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. How would your answer change if the correlation coefficient were 0 or −0.50? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Is Mr. Scrooge’s portfolio better or worse than one invested entirely in share A, or is it not possible to say?

2B) You have $600,000 to invest in the stock market. Suppose you invested one-third of your wealth in stock Q and the rest in stock L. These stocks have the following characteristics: Stock Q has an expected return of 10% and a standard deviation of 7%. Stock L has an expected return of 18% and a standard deviation of 11%. Determine the expected return and standard deviation on a portfolio of stocks Q and L, when the two stocks are uncorrelated and when they are negatively perfectly correlated. Interpret and compare your answers in these two cases.

Please help with this question with full working out.

On the basis of the two stocks' expected and required returns, which stock would be more attractive to a diversified investor? _______________ Calculate the required return of a portfolio that has $6,000 invested in Stock X and $5,000 invested in Stock Y. Do not round intermediate calculations. Round your answer to two decimal places. rp = __________% If the market risk premium increased to 6%, which of the two stocks would have the larger increase in its required return?

You are allocating your wealth between two shares, GoldenClaw and Syldavian Industries. GoldenClaw has volatility 40.00%, while Syldavian Insustries has volatility 23.30%. The correlation beteween the two shares' returns is -0.13. What percentage of your wealth should you allocate to GoldenClaw to minimise your portfolio's volatility?

As the chief investment officer for a money management firm specializing in taxable individual investors, you are trying to establish a strategic asset allocation for two different clients. You have established that Ms. A has a risk-tolerance factor of 8, while Mr. B has a risk-tolerance factor of 27. The characteristics for four model portfolios follow:   ASSET MIX Portfolio Stock Bond ER σ2 1 6 % 94 % 9 % 6 % 2 25   75   10   10   3 67   33   11   14   4 88   12   12   24     Calculate the expected utility of each prospective portfolio for each of the two clients. Do not round intermediate calculations. Round your answers to two decimal places.   Portfolio Ms. A Mr. B 1       2       3       4         Which portfolio represents the optimal strategic allocation for Ms. A? Which portfolio is optimal for Mr. B? Portfolio  represents the optimal strategic allocation for Ms. A. Portfolio  is the optimal allocation for Mr. B. For Ms. A, what level of…

7. Diversification and risk The graph shows the relationship between risk, measured as the standard deviation of a stock portfolio's return, and the number of different stocks in the portfolio for a hypothetical stock market. RISK (Standard deviation of portfolio return) 60 20 01 4 True 10 20 30 NUMBER OF STOCKS IN PORTFOLIO True or False: Increasing the number of stocks in a portfolio reduces firm-specific risk. False 40 ?

Please help me sir dont do handwritten at all. Thanks

A wealth management company contacted Chan and would like to introduce a new stock portfolio to him. This portfolio will consist of three stocks only: X with an expected return of 12%; Y with an expected return of 5%; and Z with an expected return of 2%. Chan is a return-chaser so he plans to invest $2,500 in stock X, $2,000 in stock Y, and $500 in stock Z. What return should Chan expect to earn from this portfolio? O a) 10% O b) Cannot be determined c) 12.2% d) 8.20% e) 15%