Portfolio Return Year-to-date, Company O had earned a -7.6 percent return. During the same time period, Company V earned 9.85 percent and Company M earned 2.88 percent. If you have a portfolio made up of 25 percent Company O, 60 percent Company V, and 15 percent Company M, what is your portfolio return?
Q: At a yield rate of j = 4%, an asset portfolio has a Macaulay duration of 8.36 years, with a…
A: To calculate percentage change in the value of portfolio we use the formula:- Percentage change in…
Q: ear-to-date, Oracle had earned a 15.0 percent return. During the same time period, Valero Energy…
A: Portfolio return =Security 1 return * Weight + Security n return * Weight
Q: Using the information below to calculate the following monthly returns for the portfolio.…
A: Return is a rate at which investment grows in different periods.
Q: Your portfolio has provided you with returns of 8.6 percent, 14.2 percent, -3.7 percent, and 12.0…
A: Geometric average return is a very useful tool which is used by investors to calculate the rate of…
Q: A portfolio consists of $15 million of asset A (for which annual expected return is 10% and annual…
A: Volatility of returns of a portfolio containing three assets Volatility is measured in terms of…
Q: You are evaluating the performance of two portfolio managers, and you have gathered annual return…
A: Year Manager X Return (%) (xi-x_) (xi-x_)2 Manager Y Return (%) (yi-y_) (yi-y_)2 1 -2.5 -7 49 -6.5…
Q: 5. You are evaluating the performance of two portfolio managers, and you have gathered annual return…
A: “Since you have posted a question with multiple sub-parts, we will solve first three sub-parts for…
Q: Suppose a bond fund has an initial portfolio value of $100 million. The following table provides the…
A: Doller weighted return Doller weighted rate of return is a measure to identify the performance of an…
Q: Your portfolio had the values in the following table for the four years listed: 1. a. Calculate your…
A: Given:
Q: Marcus has an investment portfolio that paid the rate of return of 24.75%, -11%, - 30%, 19%, 15.5%,…
A: Arithmetic average is sum of all divided by number of return. Geometric return can be calculated by…
Q: At the beginning of the month, you owned $7,100 of Company G, $9,700 of Company S, and $4,400 of…
A: Calculation of Portfolio Return:The portfolio return is 2.22%.Excel Spreadsheet:
Q: A portfolio manager creates the following portfolio: Assets Expected Annual Return % Annual Standard…
A: Given:
Q: ear-to-date, Oracle had earned a −1.34 percent return. During the same time period, Valero Energy…
A: Given that Oracle return=-1.34% Oracle Weight=30%=0.3 Valero Energy return= 7.96% Valero Energy…
Q: Consider a portfolio consisting of $ 10 million invested in the S&P 500 and $ 7.5 million…
A: Part (a): Calculation of VAR for one year: Answer: VAR for one year is loss of $1,052,174
Q: Stock X, Stock Y, and the market have had the following returns over the past four years. Year 2018…
A: Required return: It refers to the return that is received by an investor on his investment. It is…
Q: In a perfect world where asset return is normally distributed. We have risk and return…
A: The expected return on a portfolio is the weighted average of the expected return s of the…
Q: Portfolio Return: This year so far, McDonalds (MCD) has earned 12% return. During the same period…
A: A combined investment that includes different kinds of market securities is term as the portfolio.
Q: David established an investment portfolio of two blue chips four years ago: Gold share and Silver…
A: Since you have posted a question with multiple sub-parts, we will solve first three sub-parts for…
Q: You are evaluating the performance of two portfolio managers, and you have gathered annual return…
A: Honor code: Since multiple part question has been asked, therefore, as per our Q&A guidelines…
Q: You are evaluating the performance of two portfolio managers, and you have gathered annual return…
A: a. Formula for calculations: Mean = sum of all the values / total of values Variance = Sum of all…
Q: David established an investment portfolio of two blue chips four years ago: Gold share and Silver…
A: Note: The geometric returns, the risk-free rate, and the capital gains yield have been computed…
Q: P8-3 Portfolio Return At the beginning of the month, you owned $12,000 of Ford Motor, $18,000 of…
A: The effective return is the actual return that the company gets when it takes part in investments.
Q: What is the expected return of your portfolio if Jacob, Bella, and Edward have expected returns of…
A: Information Provided: Jacob investment = 30% Bella investment = 40% Edward investment = 30% Jacob…
Q: The market portfolio's historical returns for the past three years were 10 percent, 10 percent, and…
A: Average market return = Sum of returns / number of returns Risk free rate of return = 0.04…
Q: 10. Portfolio Return Year-to-date, Company X had earned a +8% return. During the same time period,…
A: Note: It is a situation where multiple questions are asked and no question is specified to answer,…
Q: You have a portfolio of three assets at the beginning of the year: Asset 1 is 30% of the portfolio,…
A: The return of portfolio for the year is
Q: Year-to-date, Oracle had earned a −1.34% return. During the same time period, Valero Energy earned…
A: Return of portfolio can be determined by calculating the return of individual stock with respective…
Q: If Expected return of stock A is 12%, Expected return of stock B is 15% and Expected return of stock…
A: Expected Portfolio or the overall rate of return of Portfolio is the total return which is generated…
Q: Portfolio Expected Return. You own a portfolio that has $2,750 invested in Stock A and $3,900…
A: In this question we are required to calculate expected return of our portfolio having two stocks…
Q: What is the standard deviation of the returns of a portfolio that produced returns of -14%, 30%, and…
A: Standard Deviation is the square root of the Square of Deviation from the mean return divided by the…
Q: Your portfolio has provided you with returns of 8.6 percent, 14.2 percent, -3.7 percent, and 12.0…
A: The rate of return that an investor is earning from a particular investment in a particular time…
Q: Consider an investor who wishes to invest 40% to defensive investments and 60% allocation to growth…
A:
Q: a. Calculate the expected portfolio return, rp, for each of the 6 years. b. Calculate the expected…
A: “Since you have posted a question with multiple subparts, we will solve first three subparts for…
Q: Jamie Peters invested $100,000 to set up the following portfolio one year ago: Asset Cost Beta at…
A: A combination of the different types of funds and securities for the investment is term as the…
Q: Data are given as follows: (all the values are in percent) Month Average portfolio return market…
A: Sharpe ratio: It is a measure of the excess return earned to compensate for the volatility of…
Q: ased on five years of monthly data, you derive the following information for the companies listed:…
A: The capital Asset pricing model describes the relationship between systematic risk and the expected…
Q: An investment portfolio has equal proportions invested in five stocks. The expected returns and…
A: Investment portfolio : No. of stocks : 5 Weights : equal or 100%/5 = 20% or 0.2 for each stock…
Q: Consider an equal-weighted portfolio that comprises two assets: A and B. The monthly returns for…
A: To Find: X
Q: Given the following annual returns for Fort Corporation, Smith Industries and the market. Fort's…
A: Using excel
Q: The risk-free rate is currently 8.1%. Use the data in the accompanying table for the Fio family’s…
A: Treynor's measure It measures the additional reward in terms of rate of return for per unit of risk.…
Q: portfolio had a Sharpe measure of ___
A: The risk-return ratio is known as the Sharpe Ratio. It is a measure of return generated over and…
Q: if you have the financial data for two portfolios as follows: The first portfolio of the United…
A: Risk: The possibility that the actual return from a portfolio might differ from the expected return…
Q: Leon has in his investment a portfolio that paid him the rate of returns of 14 %, -13%, 15.6%, 17%…
A: AAR=sum of returntotal number of return
Q: Leon has in his investment a portfolio that paid him the rate of returns of 14 %, -13%, 15.6%, 17%…
A: Portfolio management refers to the management of a portfolio under which the returns, deviation of…
Portfolio Return Year-to-date, Company O had earned a -7.6 percent return. During the same time period, Company V earned 9.85 percent and Company M earned 2.88 percent. If you have a portfolio made up of 25 percent Company O, 60 percent Company V, and 15 percent Company M, what is your portfolio return?
Trending now
This is a popular solution!
Step by step
Solved in 2 steps
- You have a portfolio of three assets at the beginning of the year: Asset 1 is 30% of the portfolio, Asset 2 is 40% of the portfolio, and Asset 3 is 30% of the portfolio. During the year, Asset 1 has a return of 4%, Asset 2 has a return of 12%, and Asset 3 has a return of -20%. What was the return on your portfolio for the year?An investor has an investment that has produced the following returns: Year 1: 10%, Year 2: 5%, Year 3: -7%, Year 4: -3%, Year 5: 12%. Calculate the arithmetic mean return on this investment. O 6.75 O 17.00 3.40 8.50What is the expected return on a portfolio with 45% investment in asset A and the remainder in asset B? (Assume that the expected return for asset A and asset B are 15% and 9% respectively?
- If your portfolio has provided you with returns of 9.7%, -6.2%, 12.1%, 11.5% and 13.3% over the past five years, respectively. Calculate the geometric average return of the portfolio for this period?Using single-period arithmetic returns, calculate the value after two periods for the realized returns of these two portfolios: (Portfolio A) $100 invested, realizing a period with a 10% gain, followed by another period with a 10% gain ("average" 10% per period gain) (Portfolio B) $100 invested, realizing a period with a 50% gain, but followed by a period with a 25% loss ("average" 12.5% per period gain) What is the difference in dollars after these two periods (Portfolio A value minus Portfolio B value)?10. Portfolio Return Year-to-date, Company X had earned a +8% return. During the same time period, Company Y earned +10% and Company Z earned – 6% (negative 6%). If you have a portfolio madeup of 30 percent Company X, 25 percent Company Y, and 45 percent Company Z, what is your portfolio return?_____________% 11. You hold the positions in the table below.COMPANY PRICE # SHARES BETAGoodmonth $25.00 200 + 3.0Icestone $20.00 750 – 1.0Bridgerock $50.00 600 + 2.0A. What is the beta of your portfolio?
- Your portfolio has provided you with returns of 8.6 percent, 14.2 percent, -3.7 percent, and 12.0 percent over the past four years. respectively. What is the geometric average return for this period? a). 7.78%b). 5.99%c). 7.54%Using the data in the following table, LOADING... , consider a portfolio that maintains a 75% weight on stock A and a 25% weight on stock B. a. What is the return each year of this portfolio? b. Based on your results from part (a), compute the average return and volatility of the portfolio. c. Show that (i) the average return of the portfolio is equal to the (weighted) average of the average returns of the two stocks, and (ii) the volatility of the portfolio equals the same result as from the calculation in Eq. 11.9. d. Explain why the portfolio has a lower volatility than the average volatility of the two stocks. Question content area bottom Part 1 a. What is the return each year of this portfolio? Enter the return of this portfolio for each year in the table below: (Round to two decimal places.) Year 2010 2011 2012 2013 2014 2015 Portfolio enter your response here% enter your response here% enter your response…Consider an equal-weighted portfolio that comprises two assets: A and B. The monthly 20. returns for each asset for the first four months of the year are given below. Month 1 Month 2 Month 3 Month 4 Asset A return 5% -2% -3% -6% Asset B return 4% 1% ? 2% If the effective annual rate of return on the equal- weighted portfolio calculated from the geometric sum of monthly portfolio returns is 13.49%, what is the Month 3 return for asset B? Please explain in detail the rationale behind each step.
- Using the data in the following table, consider a portfolio that maintains a 60% weight on stock A and a 40% weight on stock B. a. What is the return each year of this portfolio? b. Based on your results from part (a), compute the average return and volatility of the portfolio. c. Show that (i) the average return of the portfolio is equal to the (weighted) average of the average returns of the two stocks, and (ii) the volatility of the portfolio equals the same result as from the calculation in Eq. 11.9. d. Explain why the portfolio has a lower volatility than the average volatility of the two stocks. a. What is the return each year of this portfolio? Enter the return of this portfolio for each year in the table below: (Round to two decimal places.) Year 2012 Portfolio % 2010 % 2011 % b. Based on your results from part (a), compute the average return and volatility of the portfolio. The average return of the portfolio is%. (Round to two decimal places.) 2013 % 2014 % 2015 % The…Consider a position consisting of a $100,000 investment in asset A and a $100,000 investment in asset B. Assume that the daily volatilities of both assets are 1% and that the coefficient of correlation between their returns is 0.3. What is the 5-day 99% VaR for the portfolio?Set up the complete formula for Dollar Weighted Return (DWR) for the following portfolio including final value of the portfolio. Year 0 1 2 3 4 Actions at the ending of the year (Yr0)Starting with $1000 (Yr1)Adding $100 (Yr2)Withdrawing $200 (Yr3)Adding $300 (Yr4)Ending Value = ? ROR during each Yr (Yr0) - (Yr1) 8% (Yr2)-4% (Yr3) 9% (Yr4) 3% A. Calculate the time weighted return (TWR) Complete Questions with respect to Excel