portfolio returns and deviations

Project Description:

consider the following information about three stocks:

rate of return if state occurs
state of probability of
economy state of economy stock a stock b stock c
boom .30 .20 .25 .60
normal .45 .15 .11 .05
bust .25 .01 − .15 − .50

a-1.
if your portfolio is invested 40 percent each in a and b and 20 percent in c , what is the portfolio expected return? (do not round intermediate calculations and round your answer to 2 decimal places. (e.g., 32.16))

portfolio expected return %

a-2.
what is the variance? (do not round intermediate calculations and round your final answer to 5 decimal places. (e.g., 32.16161))

variance

a-3.
what is the standard deviation? (do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))

standard deviation %

b.
if the expected t-bill rate is 3.80 percent, what is the expected risk premium on the portfolio? (do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))

expected risk premium %

c-1.
if the expected inflation rate is 3.50 percent, what are the approximate and exact expected real returns on the portfolio? (do not round intermediate calculations and round your answers to 2 decimal places. (e.g., 32.16))


approximate expected real return %
exact expected real return %

c-2.
what are the approximate and exact expected real risk premiums on the portfolio? (do not round intermediate calculations and round your answers to 2 decimal places. (e.g., 32.16))


approximate expected real risk premium %
exact expected real risk premium %
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