What is the expected return on this portfolio

Nikul

You have the following information for stock portfolio A and bond portfolio B. The risk-free rate is 4.5%. THE optimal risky portfolio, P, has weights of 61.69% in A and 38.31% in B and has a standard deviation of 15.35%. What is the expected return of the optimal complete portfolio for an investor with a risk aversion parameter of A = 1.8?     A producer wants to set up a hedge on its expected November purchase of 60,000 bushels of soybeans using the November soybean futures contract. The current spot price for soybeans is 1105 and the current November soybean futures price is 1176. At delivery in November the soybean spot price is 1130. The producer buys the soybeans in the spot market and closes the soybeans futures position. What is the effective price per bushel the producer pays for the soybeans?     The expected return on the market is 12.0% and the risk-free rate is 4.0%. A stock with a beta of 1.3 has an expected return of 14.4%. Analysts expect the stock to pay a dividend…

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

The risk-free rate is 3 percent. Also, the expected return on the market portfolio is 10.5 percent.a. Calculate the expected return of your portfolio. (Hint: The expected return of a portfolio equals the weighted average of the individual stocks" expected returns, where the weights are the percentage invested in each stock.)b. Calculate the portfolio beta.c. Given the preceding information, plot the security market line on paper. Plot the stocks from your portfolio on your graph.d. From your plot in part c, which stocks appear to be your winners, and which ones appear to be your losers?e. Why should you consider your conclusion in part d to be less than certain?

Consider a portfolio consisting of the three risky stocks. You decide to invest 25 percent in Apple, 35 percent in HP and 40 percent in Spree. These stocks show the volatility at the level of 11.15 percent, 24.4 percent and 15.29 percent, and the correlation with the market portfolio at the level of 0.65, 0.83 and 0.36, respectively. Calculate the expected portfolio return using CAPM if the market portfolio shows the expected return of 12.88 percent and its volatility is 10.05 percent. The risk-free rate of return is 3.31 percent. Please make sure your answer is correct tutor. Out of my questions in Bartleby, 90% are wrong all the time. Which is resulting also to my low grades. Don't get it if you don't know the answer. Please use TEXT. not snip or handwriting. Thank you

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 29 %. Stock B has an expected return of 12% and a standard deviation of return of 14%. The correlation coefficient between the returns of A and B is 0.4. The risk - free rate of return is 6 %. The proportion of the optimal risky portfolio that should be invested in stock B is approximately Multiple Choice 73 % 27 % 35% 65%