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Question 1. XYZ stock has the following information about its future returns: Stock A Stock B Return Probability Return
Posted: Sun May 29, 2022 6:27 pm
by answerhappygod
- Question 1 Xyz Stock Has The Following Information About Its Future Returns Stock A Stock B Return Probability Return 1 (30.42 KiB) Viewed 22 times
Question 1. XYZ stock has the following information about its future returns: Stock A Stock B Return Probability Return Probability -10% 40% -12% 10% 15% 60% 14% 20% 12% 70% You invest 30% in stock A and 70% in stock B, correlation coefficient is -0.6 a. What is the expected return and standard deviation for each stock? b. Calculate the expected return of the portfolio? C. Calculate the standard deviation of the portfolio? d. What is the correlation?
Question 2. The historical returns of ABC for the past 3 years are: 15%, 12%. 14%. The historical returns o