You calculated that the average retum of your portfolio is 3% and the standard deviation is 22%, what is the value at risk (VaR) at 5% for your portfolio?
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You calculated that the average retum of your portfolio is 3% and the standard deviation is 22%, what is the value at risk (VaR) at 5% for your portfolio?
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- You have observed the following returns over time: Assume that the risk-free rate is 6% and the market risk premium is 5%. What are the betas of Stocks X and Y? What are the required rates of return on Stocks X and Y? What is the required rate of return on a portfolio consisting of 80% of Stock X and 20% of Stock Y?Your portfolio has a beta of 1.73, a standard deviation of 29 percent, and an expected return of 11.4 percent. The market return is 10.9 percent and the risk-free rate is 2.2 percent. What is the Treynor ratio?What is the Sharpe ratio (S) of your risky portfolio and your client’s overall portfolio? , assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The T-bill rate is 7%.
- A portfolio has an average return of 14.4 percent, a standard deviation of 18.5 percent, and a beta of 1.96. The risk-free rate is 2.6 percent. What is the Sharpe ratio?If a portfolio had a return of 12%, the risk-free asset return was 4%, and the standard deviation of the portfolio's excess returns was 25%, the Sharpe measure would be A. 0.25. B. 0.04. C. 0.12. D. 0.16. E. 0.32.If you were to invest 40% in A and 60% in B, what would be the return standard deviation of your portfolio? Enter return in decimal form, rounded to 4th digit, as in "0.1234"
- 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) 0.4Assume 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? (4 marks) A B Expected return 12.5% 18.5% Standard Deviation of return 15% 20% Correlation of coefficient (p) 0.4You invest 80% of your portfolio in a risky portfolio that has an expected rate of return of 15% and a standard deviation of 21%, and the rest in T-bill with a 2% rate. What is the expected return of your portfolio? Enter your answer as a decimal number, rounded to three decimal places.
- jordan's portfolio is comprised of the risk-free asset and the market index. what is the standard deviation of Jordan's portfolio that has a beta of 1.7 if the risk-free rate is 0.3%, the return on the market index is 7.2% and the standard deviation on the market index is 21%Wealth Advisors portfolio generated return of 25.30% and a standard deviation of 31%. If the T-bills are returning 5%, what is the Sharpe ratio of this portfolio?The market index return is 1.3% and its standard deviation is 17%. The risk free rate is 3%. Portfolio Q generates an annual return of 14%, and has a beta of 1.35, and a standard deviation of 23%. Consider a complete portfolio that consists of the portfolio Q and the risk free asset. If we require the standard deviation of the complete portfolio to be the same as the market portfolio, what is the Sharpe ratio of the complete portfolio?
