subject
Mathematics, 12.12.2019 06:31 jamarlittles9132

Consider the following information on a portfolio of three stocks: state of economy probability of state of economy stock a rate of return stock b rate of return stock c rate of return boom .15 .04 .34 .48 normal .53 .12 .24 .22 bust .32 .18 –.23 –.37 a. if your portfolio is invested 36 percent each in a and b and 28 percent in c, what is the portfolio’s expected return, the variance, and the standard deviation? (do not round intermediate calculations. round your variance answer to 5 decimal places, e. g., 32.16161. enter your other answers as a percent rounded to 2 decimal places, e. g., 32.16.) b. if the expected t-bill rate is 4.35 percent, what is the expected risk premium on the portfolio?

ansver
Answers: 1

Other questions on the subject: Mathematics

image
Mathematics, 21.06.2019 17:00, JvGaming2001
Scarlet bought three pairs of sunglasses and two shirts for $81 and paula bought one pair of sunglasses and five shirts for $105 what is the cost of one pair of sunglasses and one shirt?
Answers: 2
image
Mathematics, 21.06.2019 22:30, imanim3851
If you prove that ∆wxz is congruent to ∆yzx, which general statement best describes what you have proved?
Answers: 3
image
Mathematics, 21.06.2019 23:00, FailingstudentXD
What is the sum of the first 8 terms of the geometric series
Answers: 3
image
Mathematics, 21.06.2019 23:30, salihanegawo
Darren earned $663.26 in net pay for working 38 hours. he paid $118.51 in federal and state income taxes, and $64.75 in fica taxes. what was darren's hourly wage? question options: $17.45 $19.16 $20.57 $22.28
Answers: 3
You know the right answer?
Consider the following information on a portfolio of three stocks: state of economy probability of...

Questions in other subjects: