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Consider the following information. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? What is the variance of the portfolio? The standard deviation? State Probability Boom 0.10 Good 0.60 Poor 0.25 Bust 0.05 Stock A 0.35 0.16 (0.01) (0.12) Stock B 0.45 0.10 (0.06) (0.20) Stock C 0.27 0.08 (0.04) (0.09) weights 0.30 0.40 0.30 Complete the following analysis. Do not hard code values in your calculations. Portfolio Return Return Deviation Squared Deviation Product Product State Boom
Х C G H F D E В State Probability Boom 0.10 Good 0.60 Poor 0.25 Bust 0.05 Stock A 0.35 0.16 (0.01) (0.12) Stock B 0.45 0.10 (0.06) (0.20) Stock C 0.27 0.08 (0.04) (0.09) weights 0.30 0.40 0.30 Complete the following analysis. Do not hard code values in your calculations. Portfolio Return Return Deviation Squared Deviation Product Product State Boom Good Poor Bust E(R) = Variance = Standard Deviation = Sheet1 * 100
A stock has an expected return of 10.2 percent, the risk-free rate is 4.1 percent, and the market risk premium is 7.2 percent. What must the beta of this stock be? Stock E(R) Risk-free return Market risk premium 10.20% 4.10% 7.20% Complete the following analysis. Do not hard code values in your calculations. Stock beta