geestioes 12-17 12 Calculate the expected reu asset A D) 17-percent E 19-percent
ID: 3061825 • Letter: G
Question
geestioes 12-17 12 Calculate the expected reu asset A D) 17-percent E 19-percent 19 Calulane the vaince of the rae of all in eits of perce sare 13. Calculate the variance ofthe nieofreim oat A (all in units of percent squaredn A)240 B)2850381 D)5S9 712 14. Calculate the standard deviation of the rate of returm on asset A. A) 15.5-pencent B) 16.9-percent C) 19.5-percent D) 24.3-percent E) 26.7 pencent asset A D) 22.9-percent 13 25 perce 21. Calculate the expected retwrn on a portfolie consisting of ¼ ofyour wealth invested inasset A and ½ of your wealth invested in asset A) 13-perceM B) 16-percent C) 17 percent D) 18-percent E) 50-percest 1S. Calculate the expected returm on a portfolio consisting of% ofyour wealth invested in asset A of your wealth invested in asset B. A) 13-percent B) 14-percent C) 1s-percent D) 16-percent E) 17-percent 16. Caleulate the variance of the rate of return on a portfolio consisting of% of your wealth invested in asset A and ofyour wealth invested in asset B (all in units of percent squared) A) 5 B)21 C)24 D)28 E) 34 22. Calculate the variance of the rate of retum ona portfolio consisting of of your wealth invested in asset A and ½ ofyour wealth invested in asset B (all in units of percent squared) A) zero B) 25 C)49 D)80100 17. Calculate the standard deviation of the rate of return on a portfolio consisting of ofyour wealth invested in asset A and ½ ofyour wealth invested in asset B. A) 3.9-percent B) 4.6-percent C)4.9-percent D) 5.3-percent E) 5.8 percent 23. Cakculate the standard deviation of the rate of return on a portfolio consisting of ½ of your wealth invested in asset A and ½ ofyour wealth invested in asset B. A) zero D) 8.9-percent E) 10 percent B) S-percent C)7-percentExplanation / Answer
Asset A
Prob
ROR
EV
Var
0.3
-10
-3
187.5
0.4
30
12
90
0.3
20
6
7.5
Mean
Var
15
285
SD
16.88194302
Asset B
Prob
ROR
EV
Var
0.3
30
9
67.5
0.4
10
4
10
0.3
0
0
67.5
Mean
Var
13
145
SD
12.04159458
12)
C) 15-percent
13)
B) 285
14)
B) 16.9-percent
15)
(15+13)/2=14 B)
Asset A
Prob
ROR
EV
Var
0.3
-10
-3
187.5
0.4
30
12
90
0.3
20
6
7.5
Mean
Var
15
285
SD
16.88194302
Related Questions
Navigate
Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.