This topic contains a solution. Click here to go to the answer

Author Question: Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of ... (Read 70 times)

chandani

  • Hero Member
  • *****
  • Posts: 541

Question 1

Consider a 2 asset portfolio with 60% in Google Inc. (GOOG) and 40% in John Deere (DE). Google has a standard deviation of 60%, John Deere has a standard deviation of 45% and their correlation is 0.2. What is the standard deviation of returns of the portfolio?
◦ 38.33%
◦ 43.35%
◦ 45.25%
◦ 50.00%
◦ 52.50%

Question 2

Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of the two assets is ρ = -0.9523. What is the standard deviation of the returns of the portfolio?

Asset AAsset B
Portfolio Weights0.330.67
Standard Deviation0.50.6

◦ 6.25%
◦ 25%
◦ 35%
◦ 55%
◦ 57.5%


Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
Marked as best answer by chandani on Apr 25, 2021

komodo7

  • Sr. Member
  • ****
  • Posts: 322
Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
Answer Preview
Only 35% of students answer this correctly




chandani

  • Member
  • Posts: 541
Reply 2 on: Apr 25, 2021
Wow, this really help


Dinolord

  • Member
  • Posts: 313
Reply 3 on: Yesterday
Excellent

 

Did you know?

A strange skin disease referred to as Morgellons has occurred in the southern United States and in California. Symptoms include slowly healing sores, joint pain, persistent fatigue, and a sensation of things crawling through the skin. Another symptom is strange-looking, threadlike extrusions coming out of the skin.

Did you know?

Critical care patients are twice as likely to receive the wrong medication. Of these errors, 20% are life-threatening, and 42% require additional life-sustaining treatments.

Did you know?

According to the American College of Allergy, Asthma & Immunology, more than 50 million Americans have some kind of food allergy. Food allergies affect between 4 and 6% of children, and 4% of adults, according to the CDC. The most common food allergies include shellfish, peanuts, walnuts, fish, eggs, milk, and soy.

Did you know?

Though methadone is often used to treat dependency on other opioids, the drug itself can be abused. Crushing or snorting methadone can achieve the opiate "rush" desired by addicts. Improper use such as these can lead to a dangerous dependency on methadone. This drug now accounts for nearly one-third of opioid-related deaths.

Did you know?

Eating carrots will improve your eyesight. Carrots are high in vitamin A (retinol), which is essential for good vision. It can also be found in milk, cheese, egg yolks, and liver.

For a complete list of videos, visit our video library