Consider the following information: State of Economy Boom Good Poor Bust Expected return Probability of State of Economy Variance 20 .05 Standard deviation 20 55 What is the variance of this portfolio? 14.30% 17.80% 10.90% 21.00% 28.30% 0.0262 0.6262 Your portfolio is invested 26 percent each in A and C, and 48 percent in B. What is the expected return of the portfolio? (0.7738) 1.2262 2.3262 What is the standard deviation? 16.18% 18.38% 13.88% 12.8 Rate of Return if State Occurs Stock A Stock B Stock C .46 .17 20.58% .36 20 -.04 -.14 -.07 -.32 26 .11 -.06 -.09
Consider the following information: State of Economy Boom Good Poor Bust Expected return Probability of State of Economy Variance 20 .05 Standard deviation 20 55 What is the variance of this portfolio? 14.30% 17.80% 10.90% 21.00% 28.30% 0.0262 0.6262 Your portfolio is invested 26 percent each in A and C, and 48 percent in B. What is the expected return of the portfolio? (0.7738) 1.2262 2.3262 What is the standard deviation? 16.18% 18.38% 13.88% 12.8 Rate of Return if State Occurs Stock A Stock B Stock C .46 .17 20.58% .36 20 -.04 -.14 -.07 -.32 26 .11 -.06 -.09
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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