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

Author Question: Stocks A and B each have an expected return of 19%, a standard deviation of 25%, and a beta of 1.6. ... (Read 23 times)

poopoo

  • Full Member
  • ***
  • Posts: 159
Stocks A and B each have an expected return of 19%, a standard deviation of 25%, and a beta of 1.6. The returns on the two stocks have a correlation coefficient of +0.8. You have a portfolio that consists of 50% A and 50% B. Which of the following statements is correct regarding this portfolio?

its beta is less than 1.6


its expected return is less than 19%


its beta is 1.6


its standard deviation is greater than 25%



Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
Marked as best answer by poopoo on Aug 7, 2023

fdsajkl

  • Full Member
  • ***
  • Posts: 160
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 50% of students answer this correctly




poopoo

  • Member
  • Posts: 159
Reply 2 on: Aug 7, 2023
Gracias!


lindahyatt42

  • Member
  • Posts: 322
Reply 3 on: Yesterday
Wow, this really help

 

Did you know?

Amphetamine poisoning can cause intravascular coagulation, circulatory collapse, rhabdomyolysis, ischemic colitis, acute psychosis, hyperthermia, respiratory distress syndrome, and pericarditis.

Did you know?

Individuals are never “cured” of addictions. Instead, they learn how to manage their disease to lead healthy, balanced lives.

Did you know?

Most women experience menopause in their 50s. However, in 1994, an Italian woman gave birth to a baby boy when she was 61 years old.

Did you know?

Bacteria have been found alive in a lake buried one half mile under ice in Antarctica.

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 ...

For a complete list of videos, visit our video library