Using the data in the following​ table,   Year             2010         2011         2012          2013             2014                  2015   Stock A         -10%         20%           5%             -5%                2%                    9%      ​ Stock B         21%         7%             30%           -3%               -8%                   25%   consider a portfolio that maintains a 50% weight on stock A and a 50% weight on stock B. What is the return each year of this​ portfolio? Based on your results from part

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, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% in stock B. The volatility of the portfolio is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Year Stock A Stock B 2010 2011 2012 2013 2014 2015 -10% 19% 4% -3% 5% 12% 19% 39% 24% -8% -8% 35% Print Done Х

Calculate the weighted average expected return of the portfolio. Stock   Investment   Expected ReturnA         $20,000           15%B         $4,000              10%C         $26,000            12%

Consider the following returns of Stock 1 and Stock 2: Stock 1 Stock 2 Realized Realized Year End Return Return 2004 20.1% -14.6% 2005 72.7% 4.3% 2006 -25.7% -58.1% 2007 56.9% 71.1% 2008 6.7% 17.3% 2009 17.9% 0.9% Suppose you have a portfolio that is made up of 70% investments in Stock 1 and 30% investments in Stock 2. Compute: 1) Average annual return of the portfolio from 2004 to 2009; 2) Variance of the portfolio; 3) Standard deviation of the portfolio.

Your portfolio had the values in the following table for the four years​ listed: Data table ​(Click on the icon here    in order to copy its contents of the data table below into a​ spreadsheet.)     Beginning Value Ending Value 2016 ​$59,462   ​$55,536   2017 55,536   64,852   2018 64,852   67,183   2019 67,183   70,997 . a. Calculate your return for each year over the​ 4-year period. Then calculate the average return over the​ 4-year period. b. Calculate the portfolio standard deviation.       Question content area bottom Part 1 The return for 2016 is enter your response here​%. ​ (Round to two decimal​ places.)

Consider historical data showing that the average annual rate of return on the S&P 500 portfolio over the past 85 years has averaged roughly 8% more than the Treasury bill return and that the S&P 500 standard deviation has been about 33% per year. Assume these values are representative of investors' expectations for future performance and that the current T-bill rate is 4%. Calculate the utility levels of each portfolio for an investor with A = 2. Assume the utility function is U = E(r) Note: Do not round intermediate calculations. Round your answers to 4 decimal places. Negative amounts should be indicated by a minus sign. - 0.5 × Ag². X Answer is complete but not entirely correct. WIndex U(A = 2) 0.0111 0.0504 0.0808 x 0.1026 0.1164 X 0.1200 X WBills 0.0 0.2 0.4 0.6 0.8 1.0 1.0 0.8 0.6 0.4 0.2 0.0

The historical returns for the past three years for Stock B and the stock market portfolio are Stock B: 24 percent, 0 percent, 24 percent; market portfolio: 10 percent, 12 percent, 20 percent. Calculate the beta for Stock B.   1   1.17   1.13   0.86

You are an active investor in the securities market and you have established an investment portfolio of two stock A and B five years ago. d) Assume that the following data available for the portfolio, calculate the expected return, variance and standard deviation of the portfolio given stock A accounts for 45% and stock B accounts for 55% of your portfolio? ABExpected return12.5%18.5%Standard Deviation of return15%20%Correlation of coefficient (p)0.4

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