This topic contains a solution. Click here to go to the answer
« previous next »

Author Question: Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of ... (Read 55 times)

chandani

  • Hero Member
  • *****
  • Posts: 541
on: Apr 25, 2021

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%
Corporate Finance Online ¦ Eakins, McNally ¦ 2nd Edition
Buy Test-Bank


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
Reply #1 on: Apr 25, 2021
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
Excellent

sailorcrescent

  • Member
  • Posts: 334
Reply 3 on: Yesterday
Gracias!

« previous next »
 

Did you know?

The B-complex vitamins and vitamin C are not stored in the body and must be replaced each day.

Did you know?

When intravenous medications are involved in adverse drug events, their harmful effects may occur more rapidly, and be more severe than errors with oral medications. This is due to the direct administration into the bloodstream.

Did you know?

Methicillin-resistant Staphylococcus aureus or MRSA was discovered in 1961 in the United Kingdom. It if often referred to as a superbug. MRSA infections cause more deaths in the United States every year than AIDS.

Methicilli ...
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?

Most strokes are caused when blood clots move to a blood vessel in the brain and block blood flow to that area. Thrombolytic therapy can be used to dissolve the clot quickly. If given within 3 hours of the first stroke symptoms, this therapy can help limit stroke damage and disability.

Looking carefully at the scan tool data is very helpful in locating the source of a problem. Looking carefully at the scan tool data is very helpful in locating the source of a problem.
Flow cytometry data that shows the differences in CD3+ CD4+ cells that occur with HIV infection. ... Flow cytometry data that shows the differences in CD3+ CD4+ cells that occur with HIV infection. ...
The periodic cylinder of the elements. When the periodic table is folded in such a way that the ... The periodic cylinder of the elements. When the periodic table is folded in such a way that the ...
Chi-Square Analysis of Mendel's Data Chi-Square Analysis of Mendel's Data
Table - Correlation Analysis Table - Correlation Analysis
Satellite data on primary productivity in the equatorial Pacific Ocean Satellite data on primary productivity in the equatorial Pacific Ocean
Video: ADH and the arterioles, kidneys, sweat glands and the Atrial natriuretic peptide (ANP)

For a complete list of videos, visit our video library