subject
Business, 01.12.2021 01:00 SMURFETTE86

You have a three-stock portfolio. Stock A has an expected return of 12 percent and a standard deviation of 41 percent, Stock B has an expected return of 16 percent and a standard deviation of 58 percent, and Stock C has an expected return of 13 percent and a standard deviation of 48 percent. The correlation between Stocks A and B is .30, between Stocks A and C is .20, and between Stocks B and C is .05. Your portfolio consists of 45 percent Stock A, 25 percent Stock B, and 30 percent Stock C. Calculate the expected return and standard deviation of your portfolio. The formula for calculating the variance of a three-stock portfolio is:

ansver
Answers: 2

Another question on Business

question
Business, 21.06.2019 19:00
Sara is a manager at a restaurant with employees from different cultural backgrounds. which action of sara could employees perceive as an act of favoritism?
Answers: 1
question
Business, 22.06.2019 01:00
An investment counselor calls with a hot stock tip. he believes that if the economy remains strong, the investment will result in a profit of $40 comma 00040,000. if the economy grows at a moderate pace, the investment will result in a profit of $10 comma 00010,000. however, if the economy goes into recession, the investment will result in a loss of $40 comma 00040,000. you contact an economist who believes there is a 2020% probability the economy will remain strong, a 7070% probability the economy will grow at a moderate pace, and a 1010% probability the economy will slip into recession. what is the expected profit from this investment?
Answers: 2
question
Business, 22.06.2019 21:10
Acompany has two products: standard and deluxe. the company expects to produce 36,375 standard units and 62,240 deluxe units. it uses activity-based costing and has prepared the following analysis showing budgeted cost and cost driver activity for each of its three activity cost pools.budgeted activity of cost driver activity cost pool budgeted cost standard deluxe activity 1 $ 93,000 2,500 5,250 activity 2 $ 92,000 4,500 5,500 activity 3 $ 87,000 3,000 2,800 what is the overhead cost per unit for the standard units? what is the overhead cost per unit for the deluxe units? (round activity rate and cost per unit answers to 2 decimal places.)activity expected costs expected activity driver activity rate1 93,000 2 92,000 3 87,000 standard activity activity driver activity rate allocated costs1 2 3
Answers: 2
question
Business, 22.06.2019 23:30
Which career pathways require workers to train at special academies? a.emts and emergency dispatchers b.crossing guards and lifeguards c.police officers and firefighters d.lawyers and judges
Answers: 3
You know the right answer?
You have a three-stock portfolio. Stock A has an expected return of 12 percent and a standard deviat...
Questions
question
English, 26.08.2021 19:10
question
Mathematics, 26.08.2021 19:10
question
Mathematics, 26.08.2021 19:10
Questions on the website: 13722360