Using the data in the following table, and the fact that the correlation of A and B is 0.50, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock E Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A - 6% 14% 9% - 9% 3% 12% Stock B 26% 33% 15% - 9% - 10% 18% The standard deviation of the portfolio is %. (Round to two decimal places.)
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- Two-Asset Portfolio Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 60%. The correlation coefficient between Stocks A and B is 0.2. What are the expected return and standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B?Using the data in the following table, and the fact that the correlation of A and B is 0.52, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -3% 11% 5% -3% ► 2% 9% Stock B 15% 22% 8% - 5% -15% 15% .... The standard deviation of the portfolio is%. (Round to two decimal places.)What is the standard deviation of stock A if it has the following probabilities and rate of returns. Probability Return 0.3 -5% 0.4 14% 0.3 11% a. 9.11% b. 9.40% c. 8.62% d. 8.21%
- Using the data in the following table, and the fact that the correlation of A and B is 0.56, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Realized Returns Year Stock A 2008 -6% 2009 12% 2010 7% 2011 -2% 2012 2% 2013 5% Stock B Question content area bottom 12% 35% 10% -2% -12% 33% Part 1 The standard deviation of the portfolio is %.Assume the following information concerning a two-stock portfolio: Stock X Stock Y 37% Percent of Portfolio Average annual return Standard deviation of returns 10% 6.08% Please calculate it 10% 19.56% Covariance of returns 13.18 Calculate the correlation coefficient of Stocks X and Stock Y. Round the answers to four decimal places.Using the data in the following table, and the fact that the correlation of A and B is 0.62, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A - 8% 17% 5% - 8% 4% 7% Stock B 17% 39% 11% - 1% - 5% 17% The standard deviation of the portfolio is %. (Round to two decimal places.)
- Using the data in the following table, and the fact that the correlation of A and B is 0.69, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A - 2% 11% 8% - 1% 1% 11% Stock B 18% 33% 6% - 8% - 6% 30% n The standard deviation of the portfolio is %. (Round to two decimal places.)I. 1. Consider stocks A and B with the following past returns: Month 1 3 4 A 4% 6% 8% 2% B 10% 8% 4% 6% The contribution of stock B to the standard deviation of a portfolio composed of 30% A and 70% B equals: A. 1,43%; B. 0,41%; C. 1,41%; D. 6,4%; E...%I. 1. Consider stocks A and B with the following past returns: Month 1 3 4 A 4% 6% 8% 2% B 10% 8% 4% 6% The contribution of stock B to the standard deviation of a portfolio composed of 30% A and 70% B equals: A. 1,43%; B. 0,41%; C. 1,41%; D. 6,4%; E...% 2. The table below presents the price of stock A and the points of a market index over the last four months. Month 1 2 3 4 А 100 110 108 103 M 1120 1150 1200 1190 a. The holding period logarithmic return of M equals: A. 2,95%; B. 6,06%; C. 5,5%; D. ...% b. The beta coefficient of stock A equals: A. 1,24; B. 1,13; C. 1,1; D. . c. The estimated alpha coefficient from the market model equals d. The coefficient of determination from the market model equals % ......
- Attempt in Progress To achieve a zero standard deviation for a portfolio, calculate the weights of stock A and stock B, assuming the correlation coefficient is-1. Use the following information. (Round intermediate calculations and final answers to 2 decimal places, e.g. 31.21%.) State of the economy occurrence Expected return on Probability of Expected return on stock A in this state stock B in this state High growth 30% 42.5% 57.5% Moderate growth 25% 22.5% 27.5% Recession 45% -12.5% -22.5% Weight of stock A % Weight of stock B % Attempts: 0 of 3 used Submit Answer CCurrent Attempt in Progress To achieve a zero standard deviation for a portfolio, calculate the weights of stock A and stock B, assuming the correlation coefficient is-1. Use the following information. (Round intermediate calculations and final answers to 2 decimal places, e.g. 31.21%.) State of the economy Probability of Expected return on Expected return on occurrence stock A in this state stock B in this state High growth 30% 41.5% 56.5% Moderate growth 25% 21.5% 26.5% Recession 45% -11.5% -21.5% Weight of stock A % Weight of stock B %1. Consider stocks A and B with the following past returns: Month 1 2 3 4 A 4% 6% 8% 2% B 10% 8% 4% 6% The contribution of stock B to the standard deviation of a portfolio composed of 30% A and 70% B is?