Page 1 of 1
The following table provides historical annual returns of two stocks A and B. Years Stock A Stock B 2018 0.4 -0.05 2019
Posted: Sun Apr 17, 2022 6:21 pm
by answerhappygod
- The Following Table Provides Historical Annual Returns Of Two Stocks A And B Years Stock A Stock B 2018 0 4 0 05 2019 1 (79.59 KiB) Viewed 45 times
The following table provides historical annual returns of two stocks A and B. Years Stock A Stock B 2018 0.4 -0.05 2019 -0.1 0.4 2020 0.35 -0.10 2021 -0.05 0.35 An investor would like to create of portfolio consisting of 30% of stock A and 70% of stock B. 1. Calculate the average portfolio return. The average portfolio return is equal to 2. Calculate the variance of the portfolio. The variance o² is equal to: Note: In
question 2, include 4 decimal points (0.0121, 0.0244...) 3. Calculate the portfolio risk in percentage terms. The portfolio risk is equal to