00 8 4 points eBook Problem 11-10 Portfolio Returns and Volatilities (LO2, CFA4) Fill in the missing information in the following table. Assume that Portfolio AB is 50 percent invested in Stock A. Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Year 2018 Print 2019 2020 2021 References 2022 Average return Standard deviation Annual Returns on Stocks A and B Stock A Stock B Portfolio AB 11.5 % 21.5 % % 36.8 % -37.7% % -20.6 % 47.7 % % 25.9 % 16.1 % % 13.2 % 24.3% % % % % % % %
00 8 4 points eBook Problem 11-10 Portfolio Returns and Volatilities (LO2, CFA4) Fill in the missing information in the following table. Assume that Portfolio AB is 50 percent invested in Stock A. Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Year 2018 Print 2019 2020 2021 References 2022 Average return Standard deviation Annual Returns on Stocks A and B Stock A Stock B Portfolio AB 11.5 % 21.5 % % 36.8 % -37.7% % -20.6 % 47.7 % % 25.9 % 16.1 % % 13.2 % 24.3% % % % % % % %
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
Question
Transcribed Image Text:00
8
4
points
eBook
Problem 11-10 Portfolio Returns and Volatilities (LO2, CFA4)
Fill in the missing information in the following table. Assume that Portfolio AB is 50 percent invested in Stock A.
Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a
percent rounded to 2 decimal places.
Year
2018
Print
2019
2020
2021
References
2022
Average return
Standard deviation
Annual Returns on Stocks A and B
Stock A
Stock B
Portfolio AB
11.5 %
21.5 %
%
36.8 %
-37.7%
%
-20.6 %
47.7 %
%
25.9 %
16.1 %
%
13.2 %
24.3%
%
%
%
%
%
%
%
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