An investor wants to build a portfolio with the following four stocks. With the given details, find out his portfolio return and portfolio variance. The investment is spread equally over the stocks. Company A B C D Market Return = 11% Market Variance = 26 Alpha 0.17 2.48 1.47 2.52 Beta 0.93 1.37 1.73 1.17 Residual Variance 45.15 132.25 196.28 51.98
An investor wants to build a portfolio with the following four stocks. With the given details, find out his portfolio return and portfolio variance. The investment is spread equally over the stocks. Company A B C D Market Return = 11% Market Variance = 26 Alpha 0.17 2.48 1.47 2.52 Beta 0.93 1.37 1.73 1.17 Residual Variance 45.15 132.25 196.28 51.98
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A 82.
Subject:- finance
Transcribed Image Text:• An investor wants to build a portfolio with the following four stocks.
With the given details, find out his portfolio return and portfolio
variance. The investment is spread equally over the stocks.
Company
A
B
с
D
Market Return = 11%
Market Variance = 26
Alpha
0.17
2.48
1.47
2.52
Beta
0.93
1.37
1.73
1.17
Residual Variance
45.15
132.25
196.28
51.98
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