1 Your Manger Provided You With The Following Information He Assigned Two Stocks To You Aapl Stock Msft Stock Expected 1 (37.74 KiB) Viewed 32 times
1 Your Manger Provided You With The Following Information He Assigned Two Stocks To You Aapl Stock Msft Stock Expected 2 (37.74 KiB) Viewed 32 times
1. Your manger provided you with the following information. He assigned two stocks to you AAPL Stock MSFT Stock Expected Return 39.2396 33.46% Standard Deviation 17.46% 14.66% Wight (X) 70% 30% Covariance (AAPL, MSFT) 0.0112 a) What is the variance and the standard deviation of portfolio (AAPL & MSFT)? Round your answer to four decimal points and express it in a %. (3 marks) b) Calculate the correlation between MSFT and AAPL stocks. Round your answer to four decimal points (2 marks) c) Calculate the proportions of MSFT stocks and AAPL stocks that represent the minimum variance portfolio? Round your answer to four decimal points and express it in a %. (3 marks) a
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!