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% % % % % % % %

The return of stock B is __% The volatility of stock A is __% The volatility of stock B is __%

Hii expert please given correct answer general accounting question

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Problem 13-4 Information Ratio (LO1, CFA5) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y 2 Market Risk-free. Rp 12.50% 11.50 7.10 10.50 6.20 Information ratio ºp 34.00% 29.00 19.00 24.00 0 1.50 1.20 0.80 1.00 0 Assume that the tracking error of Portfolio X is 10.50 percent. What is the information ratio for Portfolio X? Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.

The following three stocks are available in the market: E(R) В 10.4% 1.26 Stock A Stock B 13.6 1.06 Stock C 16.1 1.46 Market 14.0 1 Assume the market model is valid. a. The return on the market is 14.8 percent and there are no unsystematic surprises in the returns. What is the return on each stock? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Assume a portfolio has weights of 30 percent Stock A, 45 percent Stock B, and 25 percent Stock C. The return on the market is 14.8 percent and there are no unsystematic surprises in the returns. What is the return on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a. Stock A a. Stock B a. Stock C b. Portfolio return -26.75 % % % %

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Problem 8.06 (Expected Returns) Stock A and Bs have the following profitability distributions of expected future returns's Profitability 0.1 0.1 0.5 0.2 0.1 A (890) 니 16 18 31 B (20%) 0 20 27 37 a) Calculate the expected rate of return, FB, for stock B3 (FA= 14,30%) b) Calculate the standard denation of expected returns, OA, for stock A (OB = 15.18% 2 Now calculate the coefficient of variation for stock B. C) Assume the risk-rate is 1.5% What are the Sharpe rutius for Stacks A and B? Stock A. Stock Bi

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QUESTION 1 Exhibit 5.5 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)   Stock Rit Rmt ai Beta A 10.6 15 0 0.8 Z 9.8 8.0 0 1.1   Rit = return for stock i during period t Rmt = return for the aggregate market during period t   Refer to Exhibit 5.5. What is the abnormal rate of return for Stock A during period t using only the aggregate market return (ignore differential systematic risk)?   a. 4.40   b. −1.70   c. 3.40   d. −4.40   e. −1.86