Currently an investor is considering investing his funds in shares between the shares of 3 companies The alternatives to consider are: Alt. I: 100% shares of PT. C Alt. II. : 50% shares of PT. B and 50% shares of PT. C AIt. II: 60% shares of PT. A and 40% of PT. B The stock return patterns of each company during 2021 - 2025 are as follows: Tahun Expected Return % PT. A PT. B PT. C 2021 65 65 55 2022 62 45 57 2023 53 62 40 2024 55 64 42 2025 41 50 47 Based on this data Calculate the expected return, standard deviation and coefficient of variation for each alternative! If the investor is someone who is risk averse, then which alternative will be the most efficient for this investor to choose? Explain your answer The measurement of the amount of risk can be done using several methods depending on the investment in a single asset or portfolio. Briefly explain the company's objective of diversifying its investment in the form of a portfolio and how to calculate the expected return and risk of the portfolio
Currently an investor is considering investing his funds in shares between the shares of 3 companies The alternatives to consider are: Alt. I: 100% shares of PT. C Alt. II. : 50% shares of PT. B and 50% shares of PT. C AIt. II: 60% shares of PT. A and 40% of PT. B The stock return patterns of each company during 2021 - 2025 are as follows: Tahun Expected Return % PT. A PT. B PT. C 2021 65 65 55 2022 62 45 57 2023 53 62 40 2024 55 64 42 2025 41 50 47 Based on this data Calculate the expected return, standard deviation and coefficient of variation for each alternative! If the investor is someone who is risk averse, then which alternative will be the most efficient for this investor to choose? Explain your answer The measurement of the amount of risk can be done using several methods depending on the investment in a single asset or portfolio. Briefly explain the company's objective of diversifying its investment in the form of a portfolio and how to calculate the expected return and risk of the portfolio
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
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Soal 3
Currently an investor is considering investing his funds in shares between the shares of 3 companies
The alternatives to consider are:
Alt. I: 100% shares of PT. C
Alt. II. : 50% shares of PT. B and 50% shares of PT. C
AIt. II: 60% shares of PT. A and 40% of PT. B
The stock return patterns of each company during 2021 - 2025 are as follows:
|
Tahun |
|
Expected Return % |
|
|
PT. A |
PT. B |
PT. C |
|
|
2021 |
65 |
65 |
55 |
|
2022 |
62 |
45 |
57 |
|
2023 |
53 |
62 |
40 |
|
2024 |
55 |
64 |
42 |
|
2025 |
41 |
50 |
47 |
Based on this data
- Calculate the expected return, standard deviation and coefficient of variation for each alternative!
- If the investor is someone who is risk averse, then which alternative will be the most efficient for this investor to choose? Explain your answer
- The measurement of the amount of risk can be done using several methods depending on the investment in a single asset or portfolio. Briefly explain the company's objective of diversifying its investment in the form of a portfolio and how to calculate the expected return and risk of the portfolio
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Soal 3
b. If the investor is someone who is risk averse, then which
Currently an investor is considering investing his funds in
alternative will be the most efficient for this investor to
shares between the shares of 3 companies
choose? Explain your answer
c. The measurement of the amount of risk can be done us-
The alternatives to consider are:
ing several methods depending on the investment in a
Alt. I: 100% shares of PT. C
single asset or portfolio. Briefly explain the company's
Alt. II. : 50% shares of PT. B and 50% shares of PT. C
objective of diversifying its investment in the form of a
Alt. II: 60% shares of PT. A and 40% of PT. B
portfolio and how to calculate the expected return and
The stock return patterns of each company during 2021 - 2025
risk of the portfolio
are as follows:
Expected Return %
End of document I
Tahun
PT. A
PT. B
PT. C
2021
65
65
55
2022
62
45
57
2023
53
62
40
2024
55
64
42
2025
41
50
47
Based on this data
a. Calculate the expected return, standard deviation and
coefficient of variation for each alternative!
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