Are these defensive or aggressive in nature Weight on PG Weight on F Portfolio Return Portfolio Beta Portfolio Standard Deviation **** Portfolio Nature: Defensive/Aggressive 0 1 -0.0112 -0.8198 0.0715 0.01 0.9 -0.0096 -0.7612 0.0654 0.02 0.8 -0.0080 -0.7026 0.0597 0.3 0.7 -0.0063 -0.6440 0.0543 0.4 0.6 -0.0047 -0.5854 0.0496 0.5 0.5 -0.0030 -0.5267 0.0455 0.6 0.4 -0.0014 -0.4681 0.0425 0.7 0.3 0.0003 -0.4095 0.0405 0.8 0.2 0.0019 -0.3509 0.0399 0.9 0.1 0.0036 -0.2923 0.0407 1 0 0.0052 -0.2337 0.0428
Are these defensive or aggressive in nature Weight on PG Weight on F Portfolio Return Portfolio Beta Portfolio Standard Deviation **** Portfolio Nature: Defensive/Aggressive 0 1 -0.0112 -0.8198 0.0715 0.01 0.9 -0.0096 -0.7612 0.0654 0.02 0.8 -0.0080 -0.7026 0.0597 0.3 0.7 -0.0063 -0.6440 0.0543 0.4 0.6 -0.0047 -0.5854 0.0496 0.5 0.5 -0.0030 -0.5267 0.0455 0.6 0.4 -0.0014 -0.4681 0.0425 0.7 0.3 0.0003 -0.4095 0.0405 0.8 0.2 0.0019 -0.3509 0.0399 0.9 0.1 0.0036 -0.2923 0.0407 1 0 0.0052 -0.2337 0.0428
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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Question
Are these defensive or aggressive in nature
| Weight on PG | Weight on F | Portfolio Return | Portfolio Beta | Portfolio Standard Deviation **** | Portfolio Nature: Defensive/Aggressive |
| 0 | 1 | -0.0112 | -0.8198 | 0.0715 | |
| 0.01 | 0.9 | -0.0096 | -0.7612 | 0.0654 | |
| 0.02 | 0.8 | -0.0080 | -0.7026 | 0.0597 | |
| 0.3 | 0.7 | -0.0063 | -0.6440 | 0.0543 | |
| 0.4 | 0.6 | -0.0047 | -0.5854 | 0.0496 | |
| 0.5 | 0.5 | -0.0030 | -0.5267 | 0.0455 | |
| 0.6 | 0.4 | -0.0014 | -0.4681 | 0.0425 | |
| 0.7 | 0.3 | 0.0003 | -0.4095 | 0.0405 | |
| 0.8 | 0.2 | 0.0019 | -0.3509 | 0.0399 | |
| 0.9 | 0.1 | 0.0036 | -0.2923 | 0.0407 | |
| 1 | 0 | 0.0052 | -0.2337 | 0.0428 |
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