Computers and Technology, 14.02.2020 19:33 21hendlill
Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 1.0% + 0.45RM + eA RB = –1.0% + 1.00RM + eB σM = 16%; R-squareA = 0.28; R-squareB = 0.21 Assume you create a portfolio Q, with investment proportions of 0.50 in a risky portfolio P, 0.30 in the market index, and 0.20 in T-bill. Portfolio P is composed of 60% Stock A and 40% Stock B. a. What is the standard deviation of portfolio Q? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.) b. What is the beta of portfolio Q? (Do not round intermediate calculations. Round your answer to 2 decimal places.) c. What is the "firm-specific" risk of portfolio Q? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 4 decimal places.) d. What is the covariance between the portfolio and the market index? (Calculate using numbers in decimal form, not percentages. Do not round intermediate calculations. Round your answer to 2 decimal places.)
Answers: 3
Computers and Technology, 22.06.2019 15:20, brookemcelhaney
The north and south regions had very diferent economies in the 1800s.
Answers: 1
Computers and Technology, 23.06.2019 09:30, blake2001
Which of the following tasks is an audio technician most likely to perform while working on a nature documentary? (select all that apply). eliminating potentially distracting background noise adding sound effects making sure the lighting is adequate for a particular scene changing the narration to better match the mood of the documentary
Answers: 3
Suppose that the index model for stocks A and B is estimated from excess returns with the following...
Mathematics, 10.10.2019 13:30