Assume that the following data available for the portfolio, calculate the expected return,variance and standard deviation of the portfolio given stock A accounts for 45% and stockB accounts for 55% of your portfolio? A BExpected return 12.5% 18.5%Standard Deviation of return 15% 20%Correlation of coefficient (p) 0
Assume that the following data available for the portfolio, calculate the expected return,variance and standard deviation of the portfolio given stock A accounts for 45% and stockB accounts for 55% of your portfolio? A BExpected return 12.5% 18.5%Standard Deviation of return 15% 20%Correlation of coefficient (p) 0
Chapter8: Analysis Of Risk And Return
Section: Chapter Questions
Problem 13P
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Question
Assume that the following data available for the portfolio, calculate the expected return,
variance and standard deviation of the portfolio given stock A accounts for 45% and stock
B accounts for 55% of your portfolio?
A B
Expected return 12.5% 18.5%
Standard Deviation of return 15% 20%
Correlation of coefficient (p) 0
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