Consider a portfolio with stocks A, B, and C. The total value of the portfolio is $245,000 and it is fully invested in these 3 stocks. $85,653 is invested in A and $69,552 is invested in B. The Betas of stocks A, B, and C are 1.2, .8, and 1.62, respectively. What is the Beta of the portfolio overall?

Q: A portfolio consists of $17,000 in Stock M and $27,900 invested in Stock N. The expected return on…

A: Given information: Stock M amount is $17,000 Stock N amount is $27,900 Expected return on Stock M is…

Q: You own a portfolio that has $42,000 invested in Stock A and $11,500 invested in Stock B. If the…

A: To Find: Expected return on portfolio

Q: A portfolio consists of $17,600 in Stock M and $29,400 Invested in Stock N. The expected return on…

A: Given:

Q: You own a portfolio that is 25 percent invested in Stock X, 35 percent in Stock Y, and 40 percent in…

A: Portfolio is the collection of different securities. portfolio return formula: portfolio return…

Q: Assume that stock market returns have the market index as a common factor, and that all stocks in…

A: a) Expected profit (in dollar) =[$1,000,000 *( 0.025+1.6*Rm)] - [$1,000,000 * (-0.025 +1.6*Rm)]

Q: You own a portfolio that has $2,450 invested in Stock A and $3,250 invested in Stock B. If the…

A: Expected rate of return on portfolio = [(Weight of stock A * Return on stock A) + ( weight of stock…

Q: What is the beta of a portfolio consisting of one share of each of the following stocks, given their…

A:

Q: You own a portfolio that has $2,600 invested in Stock A and $3,700 invested in Stock B. Assume the…

A: The expected return of the portfolio is the weighted average return

Q: You own a portfolio that has $3,200 invested in Stock A and $4,200 invested in Stock B. If the…

A: Value of stock A = $3,200 Value of stock B = $4,200 Value of portfolio ($3,200 + $4,200) = $7,400…

Q: A portfolio is invested 25 percent in Stock G, 55 percent in Stock J, and 20 percent in Stock K. The…

A: The expected return from the portfolio is calculated by multiplying the probability by its…

Q: You own a portfolio that has $3,000 invested in Stock A and $4,100 invested in Stock B. Assume the…

A: The expected return on portfolio is calculated as weighted proportion of stock multiplied by the…

Q: Consider a portfolio that is comprised of two stocks A and B. The position in stock A is valued at…

A: Note: As multiple questions have been posted, we will solve the first three questions for you. In…

Q: Stock A and Stock B each have an expected return of 12 percent, a beta of 1.2, and a standard…

A: The expected return of Stock A = 12% The expected return of Stock B = 12% The beta of A and B = 1.2…

Q: Your portfolio has a beta of 1.18 and consists of 15 percent U.S. Treasury bills, 40 percent Stock…

A: Portfolio beta (PB) = 1.18 U.S. T bill beta (B1) = 0 (Since risk free) Stock A beta (B2) = 1 (Since…

Q: Mr. Jones has a 2-stock portfolio with a total value of $510,000. $175,000 is invested in Stock A…

A: Computation:

Q: You own a portfolio that is invested 32% in share A, 43% in share B and the remainder in share C.…

A: Expected return on share A = 11.5% Expected return on share B = 15.2% Expected return on share C =…

Q: You own a portfolio that is 26 percent invested in Stock X, 41 percent in Stock Y, and 33 percent in…

A: Formula: Expected return of portfolio=∑i=1nWi×ri

Q: A stock has a beta of 1.14 and an expected return of 10.5 percent. A risk-free asset currently earns…

A: Calculating the expected return on a portfolio that is equally invested in the two assets. We…

Q: A portfolio is comprised of two stocks. Stock A comprises 65 percent of the portfolio and has a beta…

A: Portfolio Beta is the weighted average beta of individual stock's beta

Q: Stock A has an expected return of 5% and a beta of .7. Stock B has an expected return of 9% and a…

A: Portfolio beta = (Weight of A * Beta of A) + ( Weight of B * Beta of B) Let's assume Weight of B = Y…

Q: A portfolio is invested 27 percent in Stock G, 42 percent in Stock J, and 31 percent in Stock K. The…

A: The expected return of a portfolio refers to the sum of proportionate returns from each element of…

Q: A portfolio of 2 stocks has 40% of the money invested in stock 1 and the remainder in stock 2. Stock…

A: Portfolio refers to basket of different financial assets in which investment is made by single…

Q: You have a two-asset portfolio that comprises stocks XX and ZZ. The information related to these two…

A: The Expected return of a portfolio refers to the total return which is expected by the investor…

Q: Suppose you have four stocks in your portfolio and the beta of your portfolio is 1.06. You have…

A: Beta of Portfolio = Beta of A * Weight of A +Beta of B * Weight of B+Beta of C * Weight of C+Beta of…

Q: You have invested in a portfolio of two stocks. Stock A is expected to produce a 7% return next…

A: Sine you have posted question with multiple sub-parts, we will solve first three sub-parts for you.…

Q: You hold a portfolio consisting of two stocks. Stock Abc has an expected return of 209 and a…

A: expected return = 0.6*20% + 0.4*12% = 16.80%

Q: Required: 1. What is the volatility of the portfolio as the number of stocks becomes arbitrarily…

A: Information Provided: Volatility of each stock = 40% Correlation between the stocks = 27%   Answer…

Q: Your portfolio consists of two securities. Total value of your portfolio is $120,000. In this value…

A: The beta can be computed using the following formula : Beta=Covariance…

Q: Suppose that the average stock has a volatility of 53%, and that the correlation between pairs of…

A: A combined investment that includes different kinds of market securities is term as the portfolio.

Q: Of the $10,000 invested in a two-stock portfolio, 30 percent is invested in Stock A and 70 percent…

A: Beta: Beta can be defined as the measure of instability of a separate stock relative to the…

Q: Using the data in the​ table, consider a portfolio that maintains a 35% weight on stock A and a 65%…

A: Given: Weight 35% 65% Year Stock A Stock B 2010 -3% 21% 2011 8% 24% 2012 7% 28% 2013…

Q: Suppose you have portfolio of four stocks Stock A, B, C and D, Total investment in these stocks is…

A: According to CAPM required rate is equivalent to risk free rate plus market risk premium.

Q: Suppose you have invested $35,000 in stocks with a Beta of 0.9 and another $17,000 invested in…

A: A portfolio consists of various securities such as shares, bonds, commodities that help the…

Q: A portfolio is invested 22 percent in Stock G, 26 percent in Stock J, with remainder in Stock K. The…

A: The formula to calculate portfolio expected return is given below:

Q: Assume that you formed a portfolio of three stocks A, B, C. The return for stock A is 10%, the…

A: Portfolio Return is the weighted average return of individual stocks in the portfolio Portfolio…

Q: Mr. Jones has a 2-stock portfolio with a total value of $540,000. $195,000 is invested in Stock A…

A: Given data: Total value of portfolio = $ 540,000 Total value invested in stock A = $ 195,000 Total…

Q: You own a portfolio that has $2,045 invested in Stock A and $4,096 invested in Stock B. If the…

A: Formula:

Q: Consider stocks of Firms A and B. Their expected returns are 12% and 11%, respectively, and the…

A: In the given question we are provided with the information regarding stocks of two firms A and B.…

Q: Calculate the expected return on the following portfolio, consisting of Stocks A, B & C: Stock A:…

A: Portfolio refers to basket of different financial assets in which investment is made by single…

Q: You create a portfolio consisting of $23000 invested in a mutual fund with beta of 1.3, $25000…

A: Expected Return = Risk risk rate + beta of portfolio * market risk premium Beta of portfolio =…

Q: Mr. Jones has a 2-stock portfolio with a total value of $550,000.  $185,000 is invested in Stock A…

A: The formula to calculate the expected risk on the portfolio (standard deviation of the portfolio…

Q: TABLE 1. Fim Portfolio Data - Expedel returns on cOMmponent stocks (%) in fundion of the state of…

A: We should first compute the expected return of the portfolio and its standard deviation. Then we…

Q: You own a portfolio that has $1,600 invested in Stock A and $2,700 invested in Stock B. Assume the…

A: Expected return of portfolio = (weight of stock A × Expected return of A) + (weight of stock B ×…

Q: Mr. Jones has a 2-stock portfolio with a total value of $550,000.  $185,000 is invested in Stock A…

A: The formula to calculate the expected risk on portfolio (standard deviation of the portfolio return)…

Q: A portfolio consists of $38,312 of Stock A, $42,509 of Stock B, and $11,516 of Stock C. The expected…

A: Data given: Stock Return (%) Investment ($) A 6.85 38312 B 12.08 42509 C 15.92 11516…

Q: Assume you have formed a portfolio of stocks by investing $200 in stock X, $300 in stock Y, and $500…

A: Beta factor can be defined as a measure of systematic risk of a security, that is, beta factor is a…

Q: You own a portfolio that has a total value of $215,000 and invested it is invested in Stock D with a…

A: Given: Total value of investment = $215,000 Stock D beta = 0.86 Stock E beta = 1.39

Q: A portfolio consists of $15,000 in Stock M and $22,900 invested in Stock N. The expected return on…

A: Amount invested in Stock M is $15000, expected return is 8.80% Amount invested in Stock N is $22,990…

Q: What is the beta of the following two stock portfolio?           Security     Beta of the security…

A: A portfolio is a financial term that shows a collection of the different classes of investment…