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Katen [24]
3 years ago
13

You are given the following information:Expected return on stock A12%Expected return on stock B20%Standard deviation of returns:

stock A1.0stock B6.0Correlation coefficient of the returns on stocks A and B1.2 a)What are the expected returns and standard deviations of a portfolio consisting of:1.100 percent in stock A
Business
1 answer:
AlexFokin [52]3 years ago
3 0

Answer and Explanation:

The computation of the expected return and standard deviation when there is 100% in stock A is shown below:

Expected return is

= 0.12 × 100

= 12%

And, the standard deviation of the portfolio is

= √1^2 + √1^2

= 1

Hence, the same is relevant

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Answer:

Explanation:

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4 years ago
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Answer:

E. I, II, III, and IV

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3 years ago
Publisher problem: Full court press inc buts slick paper in 1525 pound rolls for textbook paper. Annual demand is 1800 rolls. Th
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Answer:

C. 2.253

Explanation:

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DATA

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stich3 [128]

Answer:

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